+137.2%
PRU vs LUMN
-55.0%
+192.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.1% | +3.8% | -5.9% | -2.6% |
| 30D | -3.4% | +4.6% | -8.0% | -4.1% |
| 3M | +11.4% | -17.2% | +28.6% | +13.7% |
| 6M | +33.2% | +5.9% | +27.3% | +30.0% |
| YTD | +10.0% | -9.5% | +19.5% | +8.6% |
| 1Y | +17.7% | +16.2% | +1.5% | +10.0% |
| 3Y | +39.6% | +384.8% | -345.3% | -18.0% |
| 5Y | +47.0% | -38.7% | +85.7% | +51.4% |
| 10Y | +137.2% | -54.9% | +192.1% | +119.6% |
| All | +137.2% | -55.0% | +192.2% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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