-39.2%
LULU vs AGNC
+1.4%
-40.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | -1.6% | -4.7% | +3.1% | +2.1% |
| 30D | -18.1% | -5.7% | -12.4% | -14.3% |
| 3M | -18.8% | +1.9% | -20.6% | -20.7% |
| 6M | -39.2% | +1.8% | -41.0% | -40.4% |
| All | -39.2% | +1.4% | -40.6% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling