+43.5%
PRU vs LTH
+160.9%
-117.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +2.7% | -4.6% | +7.3% | +3.6% |
| 3M | +19.5% | +32.8% | -13.3% | +12.7% |
| 6M | +26.6% | +64.6% | -38.0% | +13.8% |
| YTD | +12.3% | +62.6% | -50.3% | +1.1% |
| 1Y | +18.0% | +49.9% | -31.9% | +7.8% |
| 3Y | +47.0% | +151.3% | -104.3% | +19.0% |
| All | +43.5% | +160.9% | -117.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling