+628.3%
AGNC vs LYV
+1,017.2%
-388.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -1.9% | -2.8% | -4.3% |
| 30D | -5.7% | -8.2% | +2.5% | -4.1% |
| 3M | +1.9% | -1.3% | +3.1% | +2.0% |
| 6M | +1.8% | +2.6% | -0.8% | +0.9% |
| YTD | +3.4% | +19.4% | -16.0% | -0.7% |
| 1Y | +13.6% | -2.2% | +15.9% | +13.1% |
| 3Y | +60.4% | +106.0% | -45.7% | +35.8% |
| 5Y | +27.0% | +97.7% | -70.7% | +5.9% |
| 10Y | +83.1% | +560.5% | -477.4% | +16.2% |
| All | +628.3% | +1,017.2% | -388.9% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling