+27.5%
AGNC vs LII
+21.0%
+6.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -4.4% | -3.5% | -0.9% | -3.3% |
| 30D | -5.4% | -13.5% | +8.1% | -0.9% |
| 3M | +3.5% | -26.0% | +29.5% | +12.4% |
| 6M | +1.7% | -26.8% | +28.5% | +10.3% |
| YTD | +3.9% | -22.9% | +26.7% | +10.0% |
| 1Y | +13.8% | -32.6% | +46.4% | +25.9% |
| 3Y | +63.3% | -1.3% | +64.6% | +48.0% |
| 5Y | +27.5% | +23.1% | +4.4% | -3.7% |
| All | +27.5% | +21.0% | +6.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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