+81.3%
AGNC vs LDOS
+267.6%
-186.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -4.4% | -2.1% | -2.3% | -3.9% |
| 30D | -5.4% | -8.0% | +2.7% | -3.3% |
| 3M | +3.5% | +6.8% | -3.4% | +1.0% |
| 6M | +1.7% | -24.5% | +26.2% | +9.2% |
| YTD | +3.9% | -27.8% | +31.6% | +12.0% |
| 1Y | +13.8% | -27.4% | +41.3% | +22.3% |
| 3Y | +63.3% | +39.9% | +23.4% | +37.2% |
| 5Y | +27.5% | +42.1% | -14.6% | +4.6% |
| All | +81.3% | +267.6% | -186.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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