+666.3%
AGNC vs LSCC
+3,209.6%
-2,543.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.8% | +5.2% | -4.4% | +0.1% |
| 30D | -0.4% | -9.6% | +9.3% | +0.8% |
| 3M | +9.2% | -17.8% | +27.0% | +11.1% |
| 6M | +7.4% | +37.4% | -30.0% | +1.4% |
| YTD | +8.8% | +59.7% | -50.8% | +0.3% |
| 1Y | +18.3% | +76.2% | -58.0% | +7.0% |
| 3Y | +71.2% | +28.2% | +43.0% | +55.7% |
| 5Y | +34.8% | +87.2% | -52.4% | +13.5% |
| 10Y | +85.8% | +1,795.0% | -1,709.2% | +10.8% |
| All | +666.3% | +3,209.6% | -2,543.3% | +196.5% |
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 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