+2,790.8%
LII vs PEGA
+1,594.6%
+1,196.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | -0.6% | -4.5% | +3.9% | 0.0% |
| 30D | -4.6% | -5.7% | +1.1% | -3.9% |
| 3M | -21.2% | +2.6% | -23.8% | -21.7% |
| 6M | -36.4% | -10.6% | -25.8% | -36.1% |
| YTD | -28.9% | -45.5% | +16.6% | -24.4% |
| 1Y | -29.5% | -44.8% | +15.3% | -25.2% |
| 3Y | -8.6% | +45.5% | -54.1% | -17.8% |
| 5Y | +20.2% | -45.3% | +65.5% | +19.6% |
| 10Y | +166.2% | +102.4% | +63.9% | +122.2% |
| All | +2,790.8% | +1,594.6% | +1,196.2% | +1,566.4% |
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 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