+3,188.9%
LII vs PEGA
+1,854.1%
+1,334.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | -0.7% | +3.3% | -4.0% | -1.2% |
| 30D | -12.6% | +17.7% | -30.4% | -14.6% |
| 3M | -24.4% | +5.8% | -30.2% | -25.5% |
| 6M | -28.7% | -20.3% | -8.4% | -27.4% |
| YTD | -19.1% | -37.1% | +18.0% | -15.5% |
| 1Y | -29.7% | -30.2% | +0.5% | -27.9% |
| 3Y | +4.8% | +48.1% | -43.3% | -5.9% |
| 5Y | +24.6% | -46.8% | +71.4% | +24.4% |
| 10Y | +169.2% | +191.3% | -22.1% | +114.9% |
| All | +3,188.9% | +1,854.1% | +1,334.8% | +1,763.3% |
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