+1,904.8%
LSCC vs PEGA
+1,209.2%
+695.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.3% | +3.3% | -2.0% | +0.7% |
| 30D | -9.7% | +17.7% | -27.4% | -12.9% |
| 3M | -23.7% | +5.8% | -29.5% | -25.7% |
| 6M | +26.5% | -20.3% | +46.7% | +29.7% |
| YTD | +57.5% | -37.1% | +94.7% | +67.2% |
| 1Y | +75.7% | -30.2% | +105.9% | +81.9% |
| 3Y | +19.5% | +48.1% | -28.6% | +2.3% |
| 5Y | +83.8% | -46.8% | +130.6% | +88.1% |
| 10Y | +1,772.4% | +191.3% | +1,581.1% | +1,313.4% |
| All | +1,904.8% | +1,209.2% | +695.5% | +778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling