+183.1%
LNT vs PEGA
+97.3%
+85.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +9.6% | -4.1% | +13.7% | +9.8% |
| 3M | +5.4% | -2.8% | +8.2% | +5.4% |
| 6M | +3.1% | -0.4% | +3.6% | +2.6% |
| YTD | +16.5% | -45.4% | +61.9% | +20.6% |
| 1Y | +12.3% | -42.6% | +54.9% | +15.8% |
| 3Y | +70.3% | +45.4% | +24.9% | +56.9% |
| 5Y | +56.4% | -44.6% | +101.0% | +58.0% |
| All | +183.1% | +97.3% | +85.8% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling