+6,534.0%
LNG vs AGNC
+622.7%
+5,911.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.7% | -4.7% | 0.0% | -2.1% |
| 30D | +3.8% | -5.7% | +9.5% | +7.1% |
| 3M | +16.2% | +1.9% | +14.3% | +14.0% |
| 6M | +11.7% | +1.8% | +9.9% | +8.4% |
| YTD | +44.2% | +3.4% | +40.8% | +38.2% |
| 1Y | +18.6% | +13.6% | +5.0% | +7.2% |
| 3Y | +77.4% | +60.4% | +17.0% | +25.8% |
| 5Y | +232.3% | +27.0% | +205.3% | +162.0% |
| 10Y | +550.1% | +83.1% | +467.0% | +259.6% |
| All | +6,534.0% | +622.7% | +5,911.3% | +579.5% |
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 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