+49.4%
LNT vs PEGA
+52.4%
-2.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.0% |
| 7D | +1.0% | -2.4% | +3.4% | +1.0% |
| 30D | -1.1% | +9.6% | -10.7% | -1.2% |
| 3M | -3.6% | +2.3% | -5.9% | -3.6% |
| 6M | -2.7% | -23.9% | +21.2% | -2.1% |
| YTD | +8.0% | -39.8% | +47.8% | +9.2% |
| 1Y | +10.5% | -37.4% | +47.9% | +11.4% |
| All | +49.4% | +52.4% | -2.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling