+225.8%
LHX vs PEGA
+180.6%
+45.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -4.8% | -5.3% | +0.5% | -4.2% |
| 30D | -12.7% | +8.3% | -21.0% | -13.7% |
| 3M | -17.6% | +8.9% | -26.6% | -18.9% |
| 6M | -30.7% | -19.7% | -11.0% | -29.4% |
| YTD | -14.3% | -39.9% | +25.6% | -9.9% |
| 1Y | -8.4% | -36.4% | +28.0% | -4.6% |
| 3Y | +56.7% | +52.8% | +3.9% | +37.8% |
| 5Y | +18.5% | -45.7% | +64.1% | +26.6% |
| All | +225.8% | +180.6% | +45.2% | +140.9% |
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