+1,014.7%
LITE vs AGNC
+32.6%
+982.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | +13.6% | -1.0% | +14.6% | +14.2% |
| 30D | +21.6% | -1.2% | +22.8% | +22.1% |
| 3M | +20.3% | +5.4% | +15.0% | +15.9% |
| 6M | +54.4% | +6.7% | +47.7% | +47.0% |
| YTD | +168.3% | +7.1% | +161.2% | +153.4% |
| 1Y | +551.8% | +16.3% | +535.5% | +486.7% |
| 3Y | +1,891.5% | +68.5% | +1,823.0% | +1,377.4% |
| 5Y | +1,014.7% | +31.4% | +983.3% | +887.2% |
| All | +1,014.7% | +32.6% | +982.1% | +887.2% |
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 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