+4,234.3%
LHX vs PEGA
+1,037.5%
+3,196.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +14.7% | -4.1% | +18.8% | +15.0% |
| 3M | -5.1% | -2.8% | -2.3% | -5.1% |
| 6M | -9.9% | -0.4% | -9.5% | -10.5% |
| YTD | -6.1% | -45.4% | +39.3% | -1.4% |
| 1Y | -4.0% | -42.6% | +38.6% | +0.2% |
| 3Y | +56.9% | +45.4% | +11.5% | +44.4% |
| 5Y | +36.6% | -44.6% | +81.2% | +35.4% |
| 10Y | +217.5% | +91.2% | +126.3% | +172.1% |
| All | +4,234.3% | +1,037.5% | +3,196.9% | +2,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling