+27.5%
AGNC vs LBRT
+117.3%
-89.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.8% | -2.5% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -5.4% | -2.9% | -2.5% | -5.2% |
| 3M | +3.5% | -26.1% | +29.6% | +5.8% |
| 6M | +1.7% | -26.2% | +27.9% | +3.5% |
| YTD | +3.9% | +13.7% | -9.8% | +0.5% |
| 1Y | +13.8% | +93.6% | -79.7% | +2.4% |
| 3Y | +63.3% | +23.2% | +40.1% | +49.9% |
| 5Y | +27.5% | +125.5% | -98.1% | +4.8% |
| All | +27.5% | +117.3% | -89.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling