+24.5%
LIN vs AGNC
+67.9%
-43.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -4.0% | -1.0% | -2.9% | -3.7% |
| 30D | -4.9% | -1.2% | -3.7% | -4.7% |
| 3M | -9.2% | +5.4% | -14.6% | -10.3% |
| 6M | -2.6% | +6.7% | -9.3% | -4.3% |
| YTD | +10.5% | +7.1% | +3.4% | +8.3% |
| 1Y | -0.1% | +16.3% | -16.4% | -4.3% |
| All | +24.5% | +67.9% | -43.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling