-22.0%
LPLA vs PEGA
-46.7%
+24.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.3% |
| 7D | -2.8% | -4.6% | +1.8% | -2.2% |
| 30D | -10.2% | -6.8% | -3.3% | -9.4% |
| 3M | -22.3% | +2.6% | -24.8% | -22.7% |
| 6M | -0.5% | -5.4% | +4.9% | -0.4% |
| YTD | -17.9% | -46.0% | +28.2% | -9.4% |
| 1Y | -22.0% | -45.6% | +23.6% | -14.3% |
| All | -22.0% | -46.7% | +24.7% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling