+167.7%
LTH vs PEGA
-49.1%
+216.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +0.3% | -8.6% | +8.9% | +2.6% |
| 30D | +17.7% | -10.1% | +27.8% | +20.7% |
| 3M | +8.5% | -4.7% | +13.2% | +9.0% |
| 6M | +46.9% | -8.0% | +54.9% | +47.3% |
| YTD | +78.8% | -47.1% | +125.9% | +106.2% |
| 1Y | +84.9% | -47.5% | +132.4% | +113.2% |
| 3Y | +246.4% | +40.2% | +206.1% | +159.7% |
| 5Y | +129.6% | -45.7% | +175.3% | +132.6% |
| All | +167.7% | -49.1% | +216.8% | +170.5% |
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 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