+53.0%
AGNC vs LBRT
+35.9%
+17.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -4.7% | +1.8% | -6.5% | -4.9% |
| 30D | -5.7% | -2.5% | -3.2% | -5.5% |
| 3M | +1.9% | -24.9% | +26.8% | +4.3% |
| 6M | +1.8% | -29.5% | +31.3% | +4.5% |
| YTD | +3.4% | +14.7% | -11.3% | 0.0% |
| 1Y | +13.6% | +91.7% | -78.1% | +2.4% |
| 3Y | +60.4% | +24.6% | +35.8% | +48.0% |
| 5Y | +27.0% | +127.7% | -100.7% | +5.7% |
| All | +53.0% | +35.9% | +17.1% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling