+60.4%
AGNC vs LTH
+153.8%
-93.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -4.0% | -0.7% | -3.9% |
| 30D | -5.7% | -5.3% | -0.4% | -4.6% |
| 3M | +1.9% | +19.0% | -17.2% | -2.0% |
| 6M | +1.8% | +55.8% | -54.0% | -8.0% |
| YTD | +3.4% | +56.1% | -52.7% | -6.9% |
| 1Y | +13.6% | +41.3% | -27.6% | +4.3% |
| 3Y | +60.4% | +156.6% | -96.3% | +19.6% |
| All | +60.4% | +153.8% | -93.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling