+506.3%
AGNC vs LSCC
+3,064.8%
-2,558.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.1% |
| 7D | -6.3% | +7.0% | -13.2% | -7.2% |
| 30D | -3.1% | -2.3% | -0.8% | -3.4% |
| 3M | -22.1% | -12.5% | -9.5% | -21.4% |
| 6M | -16.9% | -10.6% | -6.3% | -17.3% |
| YTD | -13.9% | +52.7% | -66.6% | -20.8% |
| 1Y | -6.9% | +74.0% | -80.9% | -16.0% |
| 3Y | +50.9% | +104.8% | -53.9% | +28.1% |
| 5Y | +3.9% | +36.2% | -32.3% | -9.6% |
| 10Y | +47.4% | +1,355.3% | -1,307.9% | -9.4% |
| All | +506.3% | +3,064.8% | -2,558.5% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling