-0.4%
LYFT vs AGNC
+22.6%
-23.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -5.5% | -1.2% | -4.3% | -5.1% |
| 30D | +1.5% | +0.9% | +0.5% | +1.2% |
| 3M | +18.4% | +7.0% | +11.4% | +16.4% |
| 6M | +20.8% | +3.9% | +16.9% | +19.0% |
| YTD | -13.7% | +8.5% | -22.2% | -16.9% |
| 1Y | -0.4% | +19.6% | -20.0% | -6.8% |
| All | -0.4% | +22.6% | -23.0% | -6.8% |
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