+467.5%
LITE vs AGNC
+13.7%
+453.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -5.0% |
| 7D | +10.4% | -4.4% | +14.8% | +11.0% |
| 30D | +14.0% | -5.4% | +19.4% | +14.7% |
| 3M | +9.7% | +3.5% | +6.2% | +7.3% |
| 6M | +39.2% | +1.7% | +37.5% | +35.3% |
| YTD | +153.9% | +3.9% | +150.0% | +134.3% |
| All | +467.5% | +13.7% | +453.8% | +389.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling