+47.6%
LDOS vs PEGA
-45.3%
+92.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | -7.2% | -4.5% | -2.7% | -6.8% |
| 30D | +16.8% | -5.7% | +22.5% | +17.5% |
| 3M | -1.6% | +2.6% | -4.2% | -1.9% |
| 6M | -1.0% | -10.6% | +9.6% | -0.3% |
| YTD | -25.8% | -45.5% | +19.7% | -22.4% |
| 1Y | -31.1% | -44.8% | +13.7% | -28.0% |
| 3Y | +32.8% | +45.5% | -12.7% | +27.3% |
| All | +47.6% | -45.3% | +92.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling