+65.0%
LH vs PEGA
-47.0%
+112.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.4% | +1.8% |
| 7D | +4.6% | -10.0% | +14.5% | +5.7% |
| 30D | +19.1% | -12.7% | +31.8% | +20.7% |
| 3M | +16.7% | -4.6% | +21.3% | +17.0% |
| 6M | +47.0% | -13.1% | +60.1% | +48.2% |
| YTD | +49.3% | -47.6% | +96.9% | +58.1% |
| 1Y | +48.6% | -47.0% | +95.6% | +57.0% |
| 3Y | +87.8% | +42.0% | +45.8% | +67.7% |
| 5Y | +65.0% | -47.8% | +112.9% | +56.1% |
| All | +65.0% | -47.0% | +112.0% | +56.1% |
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 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