+3,549.0%
LRCX vs AGNC
+83.7%
+3,465.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.1% | -4.7% | +1.6% | -0.2% |
| 30D | -8.6% | -5.7% | -2.9% | -5.3% |
| 3M | -17.7% | +1.9% | -19.5% | -18.9% |
| 6M | +36.4% | +1.8% | +34.6% | +34.7% |
| YTD | +74.5% | +3.4% | +71.1% | +71.4% |
| 1Y | +159.4% | +13.6% | +145.8% | +140.7% |
| 3Y | +361.6% | +60.4% | +301.2% | +247.8% |
| 5Y | +425.2% | +27.0% | +398.3% | +348.6% |
| All | +3,549.0% | +83.7% | +3,465.4% | +2,448.3% |
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