+779.9%
PRU vs LUMN
-28.4%
+808.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | -2.3% | +2.5% | -4.8% | -2.9% |
| 30D | -1.7% | +10.3% | -12.1% | -4.3% |
| 3M | +13.2% | -18.3% | +31.5% | +17.6% |
| 6M | +28.8% | +4.4% | +24.4% | +23.4% |
| YTD | +9.8% | -10.7% | +20.5% | +7.0% |
| 1Y | +17.4% | +14.0% | +3.4% | +3.6% |
| 3Y | +44.9% | +406.6% | -361.6% | -49.3% |
| 5Y | +46.6% | -36.8% | +83.4% | +19.0% |
| 10Y | +137.9% | -56.2% | +194.0% | +89.0% |
| All | +779.9% | -28.4% | +808.3% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling