+55.7%
PRU vs LTH
+249.2%
-193.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +8.5% | +17.7% | -9.2% | +5.0% |
| 3M | +1.7% | +8.5% | -6.7% | 0.0% |
| 6M | +24.8% | +46.9% | -22.2% | +15.0% |
| YTD | +13.3% | +78.8% | -65.5% | -0.3% |
| 1Y | +21.4% | +84.9% | -63.5% | +6.0% |
| All | +55.7% | +249.2% | -193.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling