+37.3%
LMT vs PEGA
+48.1%
-10.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.2% | +2.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.5% |
| 30D | -8.2% | +9.6% | -17.9% | -8.3% |
| 3M | +3.7% | +2.3% | +1.4% | +3.7% |
| 6M | -19.2% | -23.9% | +4.7% | -18.9% |
| YTD | +12.9% | -39.8% | +52.6% | +13.2% |
| 1Y | +19.8% | -37.4% | +57.2% | +20.1% |
| 3Y | +37.3% | +53.1% | -15.9% | +38.3% |
| All | +37.3% | +48.1% | -10.8% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling