+809.2%
LPLA vs PEGA
+92.7%
+716.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +3.6% | -8.2% | +11.9% | +5.8% |
| 30D | -6.8% | -11.6% | +4.8% | -4.1% |
| 3M | -17.0% | -4.2% | -12.9% | -16.7% |
| 6M | +1.8% | -12.0% | +13.8% | +3.4% |
| YTD | -13.4% | -46.9% | +33.5% | -1.0% |
| 1Y | -17.5% | -47.0% | +29.5% | -5.8% |
| 3Y | +36.5% | +40.9% | -4.4% | +10.8% |
| 5Y | +92.6% | -45.4% | +138.0% | +113.8% |
| 10Y | +809.2% | +95.9% | +713.3% | +614.1% |
| All | +809.2% | +92.7% | +716.5% | +614.1% |
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