+364.1%
LIN vs AGNC
+83.7%
+280.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -4.7% | +2.3% | -0.8% |
| 30D | -2.4% | -5.7% | +3.2% | -0.5% |
| 3M | -9.3% | +1.9% | -11.1% | -10.0% |
| 6M | -2.6% | +1.8% | -4.4% | -3.6% |
| YTD | +10.4% | +3.4% | +7.0% | +8.4% |
| 1Y | -2.3% | +13.6% | -15.9% | -7.2% |
| 3Y | +24.4% | +60.4% | -35.9% | +3.3% |
| 5Y | +60.7% | +27.0% | +33.7% | +43.4% |
| All | +364.1% | +83.7% | +280.4% | +271.0% |
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