+144.2%
LNT vs PEGA
+184.6%
-40.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -4.2% | +15.9% | -20.1% | -5.2% |
| 3M | -6.7% | +10.8% | -17.5% | -7.6% |
| 6M | -3.6% | -16.5% | +12.9% | -2.8% |
| YTD | +5.9% | -39.0% | +44.9% | +9.0% |
| 1Y | +7.3% | -37.3% | +44.5% | +9.9% |
| 3Y | +46.5% | +59.2% | -12.7% | +34.4% |
| 5Y | +32.5% | -44.9% | +77.3% | +35.1% |
| All | +144.2% | +184.6% | -40.5% | +100.0% |
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