+189.0%
LMT vs PEGA
+180.6%
+8.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -0.5% | -5.3% | +4.8% | -0.1% |
| 30D | -10.8% | +8.3% | -19.1% | -11.4% |
| 3M | +1.6% | +8.9% | -7.3% | +0.5% |
| 6M | -17.6% | -19.7% | +2.2% | -16.4% |
| YTD | +11.6% | -39.9% | +51.5% | +15.5% |
| 1Y | +17.2% | -36.4% | +53.6% | +20.4% |
| 3Y | +35.7% | +52.8% | -17.1% | +23.4% |
| 5Y | +75.2% | -45.7% | +120.9% | +87.8% |
| All | +189.0% | +180.6% | +8.5% | +142.2% |
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 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