+85.8%
LSCC vs PEGA
+43.6%
+42.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +7.5% |
| 7D | +13.0% | -4.5% | +17.5% | +13.5% |
| 30D | -19.8% | -5.7% | -14.1% | -19.5% |
| 3M | -18.4% | +2.7% | -21.1% | -19.3% |
| 6M | -16.1% | -10.5% | -5.6% | -15.7% |
| YTD | +42.7% | -45.4% | +88.2% | +56.8% |
| 1Y | +68.0% | -44.7% | +112.7% | +84.0% |
| 3Y | +85.8% | +45.7% | +40.2% | +59.7% |
| All | +85.8% | +43.6% | +42.3% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling