+75.7%
LSCC vs PEGA
-30.0%
+105.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.9% |
| 7D | +1.3% | +3.3% | -2.0% | +1.7% |
| 30D | -9.7% | +17.7% | -27.4% | -7.7% |
| 3M | -23.7% | +5.8% | -29.5% | -21.2% |
| 6M | +26.5% | -20.3% | +46.7% | +28.6% |
| YTD | +57.5% | -37.1% | +94.7% | +69.3% |
| 1Y | +75.7% | -30.2% | +105.9% | +86.8% |
| All | +75.7% | -30.0% | +105.7% | +86.8% |
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