+222.0%
LHX vs AGNC
+83.7%
+138.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.3% | -4.7% | +0.4% | -2.9% |
| 30D | -15.1% | -5.7% | -9.5% | -13.7% |
| 3M | -21.0% | +1.9% | -22.8% | -21.5% |
| 6M | -32.0% | +1.8% | -33.8% | -32.6% |
| YTD | -15.3% | +3.4% | -18.8% | -16.4% |
| 1Y | -11.1% | +13.6% | -24.7% | -14.7% |
| 3Y | +54.0% | +60.4% | -6.4% | +31.7% |
| 5Y | +17.1% | +27.0% | -9.9% | +7.1% |
| All | +222.0% | +83.7% | +138.4% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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