+43.5%
PRU vs LTH
+183.0%
-139.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +3.2% | +7.0% | -3.8% | +1.8% |
| 30D | +7.9% | +15.4% | -7.5% | +4.9% |
| 3M | +1.8% | +7.0% | -5.2% | +0.3% |
| 6M | +24.1% | +46.9% | -22.7% | +14.6% |
| YTD | +12.4% | +76.4% | -64.0% | -0.6% |
| 1Y | +20.9% | +83.7% | -62.8% | +6.1% |
| 3Y | +55.5% | +248.9% | -193.4% | +18.4% |
| 5Y | +42.7% | +141.8% | -99.2% | +8.3% |
| All | +43.5% | +183.0% | -139.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling