+4.1%
AGNC vs LDOS
+48.3%
-44.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.3% | -1.6% | -4.6% | -6.0% |
| 30D | -3.1% | +8.2% | -11.4% | -4.6% |
| 3M | -22.1% | -8.2% | -13.9% | -21.0% |
| 6M | -16.9% | +5.8% | -22.7% | -18.2% |
| YTD | -13.9% | -27.0% | +13.1% | -9.4% |
| 1Y | -6.9% | -31.0% | +24.1% | -0.8% |
| 3Y | +50.9% | +29.3% | +21.6% | +29.0% |
| All | +4.1% | +48.3% | -44.2% | -15.6% |
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