+31.4%
AGNC vs LDOS
+38.1%
-6.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -1.0% | -4.2% | +3.2% | -0.2% |
| 30D | -1.2% | -7.9% | +6.6% | +0.2% |
| 3M | +5.4% | +4.1% | +1.3% | +4.2% |
| 6M | +6.7% | -28.2% | +34.9% | +13.5% |
| YTD | +7.1% | -28.5% | +35.7% | +13.3% |
| 1Y | +16.3% | -27.7% | +43.9% | +22.4% |
| 3Y | +68.5% | +38.4% | +30.1% | +41.1% |
| 5Y | +31.4% | +38.0% | -6.6% | +8.2% |
| All | +31.4% | +38.1% | -6.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling