+252.0%
LDOS vs PEGA
+99.2%
+152.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.0% |
| 7D | -5.8% | -10.0% | +4.2% | -4.0% |
| 30D | +11.6% | -12.7% | +24.3% | +14.3% |
| 3M | -1.0% | -4.6% | +3.6% | -0.4% |
| 6M | +5.1% | -13.1% | +18.1% | +6.8% |
| YTD | -24.0% | -47.6% | +23.5% | -16.0% |
| 1Y | -30.3% | -47.0% | +16.7% | -23.1% |
| 3Y | +37.0% | +42.0% | -5.1% | +17.7% |
| 5Y | +53.4% | -47.8% | +101.2% | +67.0% |
| 10Y | +252.0% | +92.0% | +160.0% | +144.7% |
| All | +252.0% | +99.2% | +152.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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