+107.6%
LMT vs PEGA
-45.8%
+153.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +2.5% | -8.6% | +11.2% | +2.6% |
| 30D | +19.2% | -10.1% | +29.3% | +19.3% |
| 3M | +2.7% | -4.7% | +7.4% | +2.7% |
| 6M | +20.6% | -8.0% | +28.6% | +20.7% |
| YTD | +28.4% | -47.1% | +75.6% | +29.0% |
| 1Y | +36.9% | -47.5% | +84.4% | +37.5% |
| 3Y | +48.5% | +40.2% | +8.3% | +47.4% |
| 5Y | +107.6% | -45.7% | +153.4% | +112.7% |
| All | +107.6% | -45.8% | +153.5% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling