+26.4%
AGNC vs LSCC
+88.7%
-62.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.1% |
| 7D | -4.7% | +3.3% | -8.0% | -5.2% |
| 30D | -5.7% | -7.4% | +1.7% | -4.7% |
| 3M | +1.9% | -16.2% | +18.0% | +3.7% |
| 6M | +1.8% | +31.9% | -30.1% | -4.5% |
| YTD | +3.4% | +62.8% | -59.3% | -6.8% |
| 1Y | +13.6% | +81.4% | -67.8% | -0.2% |
| 3Y | +60.4% | +33.1% | +27.3% | +43.6% |
| All | +26.4% | +88.7% | -62.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling