+80.6%
AGNC vs LUMN
-55.8%
+136.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -4.7% | +2.5% | -7.2% | -4.9% |
| 30D | -5.7% | +10.3% | -16.0% | -6.5% |
| 3M | +1.9% | -18.3% | +20.1% | +3.2% |
| 6M | +1.8% | +4.4% | -2.6% | +0.6% |
| YTD | +3.4% | -10.7% | +14.1% | +2.8% |
| 1Y | +13.6% | +14.0% | -0.4% | +9.2% |
| 3Y | +60.4% | +406.6% | -346.2% | +15.4% |
| 5Y | +27.0% | -36.8% | +63.8% | +24.1% |
| All | +80.6% | -55.8% | +136.4% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling