+390.6%
LLY vs AGNC
+26.7%
+364.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.9% | -4.7% | +1.8% | -2.1% |
| 30D | -8.4% | -5.7% | -2.8% | -7.5% |
| 3M | -3.8% | +1.9% | -5.6% | -4.1% |
| 6M | +11.9% | +1.8% | +10.1% | +11.4% |
| YTD | +4.3% | +3.4% | +0.9% | +3.3% |
| 1Y | +48.5% | +13.6% | +34.8% | +44.3% |
| 3Y | +91.2% | +60.4% | +30.9% | +76.2% |
| All | +390.6% | +26.7% | +364.0% | +358.5% |
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