+26.4%
AGNC vs LH
+27.0%
-0.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -4.7% | -4.7% | 0.0% | -2.8% |
| 30D | -5.7% | -3.5% | -2.2% | -4.3% |
| 3M | +1.9% | +17.7% | -15.8% | -4.8% |
| 6M | +1.8% | +15.8% | -14.0% | -4.3% |
| YTD | +3.4% | +25.1% | -21.7% | -6.1% |
| 1Y | +13.6% | +12.5% | +1.1% | +7.4% |
| 3Y | +60.4% | +59.8% | +0.6% | +28.6% |
| All | +26.4% | +27.0% | -0.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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