+34.1%
LMT vs PEGA
-44.6%
+78.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +14.1% | -4.1% | +18.3% | +14.2% |
| 3M | +0.3% | -2.8% | +3.1% | +0.4% |
| 6M | +16.1% | -0.4% | +16.5% | +16.1% |
| YTD | +25.5% | -45.4% | +70.9% | +18.8% |
| 1Y | +34.1% | -42.6% | +76.8% | +27.6% |
| All | +34.1% | -44.6% | +78.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling