+1,595.7%
LSCC vs PEGA
+1,076.4%
+519.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.3% | -8.1% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -27.1% | -3.0% | -24.1% | -26.9% |
| 3M | -23.6% | +5.8% | -29.4% | -25.2% |
| 6M | -19.8% | -8.8% | -11.0% | -20.3% |
| YTD | +33.2% | -43.5% | +76.7% | +43.5% |
| 1Y | +55.2% | -43.4% | +98.6% | +67.2% |
| 3Y | +70.1% | +48.6% | +21.5% | +44.7% |
| 5Y | +19.5% | -43.3% | +62.9% | +20.1% |
| 10Y | +1,164.9% | +109.7% | +1,055.2% | +905.3% |
| All | +1,595.7% | +1,076.4% | +519.2% | +653.9% |
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