+258.8%
LDOS vs PEGA
+108.7%
+150.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | +16.4% | -3.0% | +19.4% | +17.0% |
| 3M | +7.4% | +5.8% | +1.6% | +6.1% |
| 6M | -0.3% | -8.8% | +8.5% | +0.5% |
| YTD | -24.0% | -43.5% | +19.5% | -17.1% |
| 1Y | -29.6% | -43.4% | +13.8% | -23.3% |
| 3Y | +35.1% | +48.6% | -13.5% | +15.3% |
| 5Y | +52.9% | -43.3% | +96.2% | +63.8% |
| All | +258.8% | +108.7% | +150.1% | +139.1% |
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