+165.4%
LII vs PEGA
+101.6%
+63.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.3% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | -4.6% | -5.7% | +1.1% | -3.6% |
| 3M | -21.2% | +2.7% | -23.9% | -21.9% |
| 6M | -36.4% | -10.5% | -25.9% | -35.9% |
| YTD | -28.9% | -45.4% | +16.5% | -21.7% |
| 1Y | -29.5% | -44.7% | +15.2% | -22.6% |
| 3Y | -8.6% | +45.7% | -54.2% | -26.2% |
| 5Y | +20.2% | -45.3% | +65.5% | +19.6% |
| All | +165.4% | +101.6% | +63.7% | +89.8% |
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