+1,435.5%
LSCC vs PEGA
+94.9%
+1,340.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.9% |
| 7D | +21.2% | -4.6% | +25.8% | +22.8% |
| 30D | -1.9% | -6.8% | +4.9% | -0.4% |
| 3M | -8.1% | +2.6% | -10.6% | -10.8% |
| 6M | -5.2% | -5.4% | +0.1% | -7.8% |
| YTD | +61.5% | -46.0% | +107.6% | +88.4% |
| 1Y | +81.3% | -45.6% | +126.9% | +110.7% |
| 3Y | +108.7% | +43.2% | +65.5% | +41.6% |
| 5Y | +44.1% | -45.3% | +89.4% | +51.2% |
| All | +1,435.5% | +94.9% | +1,340.6% | +943.5% |
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