-32.3%
LULU vs AGNC
-1.6%
-30.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +3.3% | +1.5% | +1.8% | +2.3% |
| 30D | +20.6% | +5.2% | +15.4% | +17.0% |
| 3M | -11.2% | -14.1% | +2.9% | -2.7% |
| 6M | -16.1% | -12.7% | -3.4% | -9.5% |
| YTD | -46.7% | -8.1% | -38.6% | -45.9% |
| 1Y | -32.3% | -1.3% | -30.9% | -36.6% |
| All | -32.3% | -1.6% | -30.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling