-76.7%
LULU vs AGNC
+26.7%
-103.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | -1.6% | -4.7% | +3.1% | +0.8% |
| 30D | -18.1% | -5.7% | -12.4% | -15.7% |
| 3M | -18.8% | +1.9% | -20.6% | -19.5% |
| 6M | -39.2% | +1.8% | -41.0% | -39.7% |
| YTD | -52.4% | +3.4% | -55.8% | -53.4% |
| 1Y | -40.3% | +13.6% | -53.9% | -44.2% |
| 3Y | -75.1% | +60.4% | -135.5% | -80.4% |
| All | -76.7% | +26.7% | -103.4% | -79.4% |
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 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