+5,656.1%
LITE vs AGNC
+124.2%
+5,531.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.8% | +10.9% |
| 7D | +12.6% | +0.8% | +11.9% | +12.2% |
| 30D | +9.9% | -0.4% | +10.3% | +10.0% |
| 3M | +9.3% | +9.2% | +0.1% | +3.4% |
| 6M | +75.2% | +7.4% | +67.8% | +66.9% |
| YTD | +165.5% | +8.8% | +156.6% | +150.0% |
| 1Y | +555.0% | +18.3% | +536.7% | +490.1% |
| 3Y | +1,870.5% | +71.2% | +1,799.3% | +1,371.4% |
| 5Y | +1,009.8% | +34.8% | +975.0% | +822.6% |
| 10Y | +2,502.5% | +85.8% | +2,416.7% | +1,697.7% |
| All | +5,656.1% | +124.2% | +5,531.9% | +3,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling