-3.3%
LVS vs AGNC
+83.7%
-87.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -3.5% | -4.7% | +1.2% | -1.2% |
| 30D | -6.2% | -5.7% | -0.6% | -3.5% |
| 3M | -14.8% | +1.9% | -16.7% | -15.9% |
| 6M | -20.9% | +1.8% | -22.7% | -21.9% |
| YTD | -33.0% | +3.4% | -36.5% | -34.7% |
| 1Y | -20.0% | +13.6% | -33.6% | -25.7% |
| 3Y | -6.9% | +60.4% | -67.3% | -28.4% |
| 5Y | +9.1% | +27.0% | -17.9% | -4.6% |
| All | -3.3% | +83.7% | -87.0% | -27.5% |
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 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