+1,830.6%
LSCC vs PEGA
+170.9%
+1,659.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.0% |
| 7D | +1.4% | -6.1% | +7.5% | +3.6% |
| 30D | -10.0% | +6.4% | -16.4% | -12.5% |
| 3M | -16.1% | +2.9% | -19.0% | -19.2% |
| 6M | +27.4% | -23.8% | +51.2% | +35.8% |
| YTD | +56.9% | -41.1% | +98.0% | +80.7% |
| 1Y | +74.6% | -38.2% | +112.8% | +95.2% |
| 3Y | +26.0% | +49.8% | -23.9% | -15.1% |
| 5Y | +86.1% | -48.0% | +134.1% | +107.5% |
| 10Y | +1,830.6% | +173.1% | +1,657.5% | +754.2% |
| All | +1,830.6% | +170.9% | +1,659.7% | +754.2% |
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