+69.6%
LSCC vs PEGA
-44.4%
+114.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +3.0% | -2.9% | +5.8% | +2.3% |
| 30D | -19.3% | -0.5% | -18.8% | -19.1% |
| 3M | -22.3% | +8.5% | -30.8% | -20.9% |
| 6M | -14.6% | -6.3% | -8.3% | -12.2% |
| YTD | +45.8% | -42.2% | +87.9% | +62.7% |
| 1Y | +69.6% | -43.4% | +113.1% | +96.3% |
| All | +69.6% | -44.4% | +114.1% | +96.3% |
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