+61.0%
AGNC vs LSCC
+22.9%
+38.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.4% | +0.4% | -4.9% | -4.4% |
| 30D | -5.4% | -9.5% | +4.1% | -4.5% |
| 3M | +3.5% | -13.8% | +17.2% | +4.4% |
| 6M | +1.7% | +24.5% | -22.8% | -2.1% |
| YTD | +3.9% | +55.1% | -51.3% | -2.6% |
| 1Y | +13.8% | +72.5% | -58.7% | +5.0% |
| All | +61.0% | +22.9% | +38.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling