-9.3%
LHX vs PEGA
-44.4%
+35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -0.3% | -2.9% | +2.5% | -0.3% |
| 30D | +9.7% | -0.5% | +10.1% | +9.6% |
| 3M | -8.5% | +8.5% | -17.0% | -8.8% |
| 6M | -15.1% | -6.3% | -8.8% | -14.8% |
| YTD | -10.4% | -42.2% | +31.8% | -8.5% |
| 1Y | -9.3% | -43.4% | +34.1% | -6.7% |
| All | -9.3% | -44.4% | +35.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling