+37.0%
PRU vs LTH
+142.9%
-105.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +2.4% | +4.5% | -2.1% | +1.5% |
| 30D | +6.1% | +16.3% | -10.2% | +2.9% |
| 3M | -0.7% | +8.4% | -9.1% | -2.5% |
| 6M | +22.1% | +40.3% | -18.2% | +13.5% |
| YTD | +9.8% | +77.3% | -67.5% | -3.2% |
| 1Y | +19.4% | +88.0% | -68.6% | +3.9% |
| 3Y | +50.4% | +274.3% | -223.9% | +11.8% |
| All | +37.0% | +142.9% | -105.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling