+82.0%
LSCC vs PEGA
-46.5%
+128.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.3% | +3.3% | -2.0% | +0.5% |
| 30D | -9.7% | +17.7% | -27.4% | -13.7% |
| 3M | -23.7% | +5.8% | -29.5% | -25.9% |
| 6M | +26.5% | -20.3% | +46.7% | +32.0% |
| YTD | +57.5% | -37.1% | +94.7% | +74.4% |
| 1Y | +75.7% | -30.2% | +105.9% | +86.3% |
| 3Y | +19.5% | +48.1% | -28.6% | -9.8% |
| All | +82.0% | -46.5% | +128.5% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling