+203.3%
AGNC vs LPLA
+1,289.5%
-1,086.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | -5.7% | -6.0% | +0.3% | -4.8% |
| 3M | +1.9% | +24.0% | -22.2% | -1.7% |
| 6M | +1.8% | +17.0% | -15.2% | -1.1% |
| YTD | +3.4% | -0.7% | +4.1% | +2.9% |
| 1Y | +13.6% | +2.1% | +11.5% | +12.2% |
| 3Y | +60.4% | +48.7% | +11.7% | +46.3% |
| 5Y | +27.0% | +151.2% | -124.3% | +3.5% |
| 10Y | +83.1% | +1,238.3% | -1,155.2% | +21.9% |
| All | +203.3% | +1,289.5% | -1,086.2% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 all: compounded portfolio wealth divided by compounded LPLA 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…
all analysis · Full analysis span regression · 6 months rolling