-1.3%
AGNC vs LYV
+30.4%
-31.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | +5.2% | +2.6% | +2.6% | +4.7% |
| 3M | -14.1% | -3.6% | -10.5% | -13.6% |
| 6M | -12.7% | +4.4% | -17.1% | -13.5% |
| YTD | -8.1% | +23.0% | -31.1% | -11.2% |
| 1Y | -1.3% | +27.2% | -28.5% | -5.1% |
| All | -1.3% | +30.4% | -31.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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