+71.8%
LMT vs PEGA
-48.2%
+120.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -1.3% | -6.1% | +4.8% | -1.3% |
| 30D | -12.5% | +6.4% | -18.9% | -12.6% |
| 3M | -0.5% | +2.9% | -3.4% | -0.5% |
| 6M | -20.0% | -23.8% | +3.8% | -19.8% |
| YTD | +10.4% | -41.1% | +51.5% | +10.8% |
| 1Y | +17.7% | -38.2% | +55.9% | +18.0% |
| 3Y | +34.3% | +49.8% | -15.6% | +33.1% |
| 5Y | +71.8% | -48.0% | +119.8% | +79.5% |
| All | +71.8% | -48.2% | +120.0% | +79.5% |
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