+30.4%
AGNC vs LTH
+152.0%
-121.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -1.0% | -4.0% | +3.0% | -0.2% |
| 30D | -1.2% | -1.7% | +0.4% | -0.9% |
| 3M | +5.4% | +28.0% | -22.6% | -0.3% |
| 6M | +6.7% | +54.1% | -47.3% | -3.6% |
| YTD | +7.1% | +57.1% | -50.0% | -3.9% |
| 1Y | +16.3% | +45.8% | -29.5% | +5.8% |
| 3Y | +68.5% | +157.6% | -89.1% | +29.9% |
| All | +30.4% | +152.0% | -121.5% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling