+185.8%
LMT vs AGNC
+83.7%
+102.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -4.7% | +4.5% | +0.9% |
| 30D | -13.1% | -5.7% | -7.4% | -12.0% |
| 3M | -3.9% | +1.9% | -5.7% | -4.4% |
| 6M | -18.3% | +1.8% | -20.1% | -18.9% |
| YTD | +10.3% | +3.4% | +6.9% | +9.0% |
| 1Y | +14.2% | +13.6% | +0.6% | +10.3% |
| 3Y | +35.0% | +60.4% | -25.4% | +18.7% |
| 5Y | +73.2% | +27.0% | +46.3% | +61.3% |
| All | +185.8% | +83.7% | +102.1% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling