-10.0%
LHX vs PEGA
-37.0%
+26.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -4.8% | -5.3% | +0.5% | -4.7% |
| 30D | -12.7% | +8.3% | -21.0% | -12.9% |
| 3M | -17.6% | +8.9% | -26.6% | -17.9% |
| 6M | -30.7% | -19.7% | -11.0% | -29.8% |
| YTD | -14.3% | -39.9% | +25.6% | -13.0% |
| All | -10.0% | -37.0% | +26.9% | -9.4% |
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