+431.5%
LIN vs AGNC
+46.2%
+385.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | -6.3% | +8.4% | +4.3% |
| 30D | +6.8% | -3.1% | +9.9% | +7.7% |
| 3M | +10.4% | -22.1% | +32.4% | +19.6% |
| 6M | +3.2% | -16.9% | +20.1% | +9.2% |
| YTD | +24.6% | -13.9% | +38.5% | +29.7% |
| 1Y | +24.4% | -6.9% | +31.3% | +25.9% |
| 3Y | +36.7% | +50.9% | -14.1% | +15.6% |
| 5Y | +67.0% | +3.9% | +63.1% | +59.1% |
| All | +431.5% | +46.2% | +385.2% | +351.2% |
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