-29.3%
LYFT vs AGNC
-1.0%
-28.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.8% |
| 7D | +0.8% | +2.8% | -1.9% | -0.5% |
| 30D | +3.3% | +4.4% | -1.1% | +1.3% |
| 3M | -4.0% | -14.5% | +10.5% | +2.2% |
| 6M | +16.8% | -11.7% | +28.5% | +23.1% |
| YTD | -13.5% | -6.6% | -6.9% | -16.3% |
| All | -29.3% | -1.0% | -28.3% | -37.0% |
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