0.0%
AGNC vs LBRT
-25.0%
+25.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.2% | +15.2% | +3.7% |
| 7D | +1.5% | -25.3% | +26.8% | +0.9% |
| 30D | +3.9% | -32.9% | +36.8% | +3.4% |
| 3M | -13.5% | -33.3% | +19.9% | -13.8% |
| 6M | -10.6% | -61.0% | +50.4% | -11.3% |
| YTD | -7.2% | -28.0% | +20.8% | -9.9% |
| 1Y | 0.0% | -21.5% | +21.5% | -4.2% |
| All | 0.0% | -25.0% | +25.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling