+2,655.9%
LMT vs PEGA
+1,209.2%
+1,446.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | -6.3% | +3.3% | -9.6% | -6.4% |
| 30D | -8.5% | +17.7% | -26.2% | -9.3% |
| 3M | +1.8% | +5.8% | -4.0% | +1.3% |
| 6M | -19.9% | -20.3% | +0.3% | -19.3% |
| YTD | +10.6% | -37.1% | +47.7% | +12.6% |
| 1Y | +17.9% | -30.2% | +48.2% | +19.3% |
| 3Y | +27.0% | +48.1% | -21.2% | +21.5% |
| 5Y | +68.7% | -46.8% | +115.5% | +68.4% |
| 10Y | +181.1% | +191.3% | -10.2% | +154.8% |
| All | +2,655.9% | +1,209.2% | +1,446.7% | +2,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling