+19.4%
LHX vs PEGA
-48.2%
+67.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -3.7% | -6.1% | +2.4% | -3.4% |
| 30D | -13.2% | +6.4% | -19.5% | -13.5% |
| 3M | -18.4% | +2.9% | -21.3% | -18.6% |
| 6M | -32.0% | -23.8% | -8.1% | -31.1% |
| YTD | -13.6% | -41.1% | +27.4% | -11.5% |
| 1Y | -6.0% | -38.2% | +32.3% | -4.0% |
| 3Y | +57.9% | +49.8% | +8.1% | +50.8% |
| All | +19.4% | -48.2% | +67.6% | +26.2% |
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