+222.0%
LHX vs PEGA
+184.6%
+37.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | -15.1% | +15.9% | -31.0% | -16.7% |
| 3M | -21.0% | +10.8% | -31.8% | -22.4% |
| 6M | -32.0% | -16.5% | -15.5% | -31.0% |
| YTD | -15.3% | -39.0% | +23.7% | -11.0% |
| 1Y | -11.1% | -37.3% | +26.2% | -7.2% |
| 3Y | +54.0% | +59.2% | -5.2% | +34.7% |
| 5Y | +17.1% | -44.9% | +62.0% | +24.9% |
| All | +222.0% | +184.6% | +37.4% | +137.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling