+2,520.1%
LRCX vs PEGA
+97.3%
+2,422.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.8% |
| 7D | +12.7% | +0.1% | +12.6% | +12.5% |
| 30D | -21.3% | -4.1% | -17.1% | -20.7% |
| 3M | -32.9% | -2.8% | -30.1% | -33.4% |
| 6M | -23.4% | -0.4% | -23.0% | -27.0% |
| YTD | +32.4% | -45.4% | +77.8% | +53.9% |
| 1Y | +48.0% | -42.6% | +90.7% | +68.5% |
| 3Y | +243.9% | +45.4% | +198.5% | +129.6% |
| 5Y | +280.6% | -44.6% | +325.2% | +299.2% |
| All | +2,520.1% | +97.3% | +2,422.8% | +1,265.9% |
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 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