0.0%
AGNC vs LTH
+84.0%
-84.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.0% |
| 7D | +1.5% | +9.9% | -8.4% | -0.1% |
| 30D | +3.9% | +18.3% | -14.4% | +1.2% |
| 3M | -13.5% | +5.9% | -19.4% | -14.3% |
| 6M | -10.6% | +80.3% | -90.9% | -18.2% |
| YTD | -7.2% | +78.3% | -85.5% | -16.0% |
| 1Y | 0.0% | +81.0% | -81.1% | -9.9% |
| All | 0.0% | +84.0% | -84.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling