+59.1%
LIN vs AGNC
+26.8%
+32.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.2% |
| 7D | -4.3% | -4.4% | +0.1% | -3.0% |
| 30D | -5.6% | -5.4% | -0.2% | -4.1% |
| 3M | -9.0% | +3.5% | -12.5% | -10.1% |
| 6M | -2.5% | +1.7% | -4.2% | -3.3% |
| YTD | +9.3% | +3.9% | +5.5% | +7.5% |
| 1Y | -1.0% | +13.8% | -14.9% | -5.5% |
| 3Y | +24.0% | +63.3% | -39.3% | +5.3% |
| 5Y | +59.1% | +27.5% | +31.6% | +46.6% |
| All | +59.1% | +26.8% | +32.3% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling