+180.2%
FTI vs LDOS
+262.7%
-82.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.4% |
| 7D | -4.3% | -5.8% | +1.5% | -1.8% |
| 30D | -8.0% | +11.6% | -19.6% | -13.2% |
| 3M | -8.0% | -1.0% | -7.0% | -8.5% |
| 6M | -8.7% | +5.1% | -13.7% | -12.8% |
| YTD | +43.9% | -24.0% | +67.9% | +59.1% |
| 1Y | +49.8% | -30.3% | +80.1% | +73.7% |
| 3Y | +211.7% | +37.0% | +174.7% | +130.0% |
| 5Y | +781.6% | +53.4% | +728.2% | +494.6% |
| 10Y | +180.2% | +252.0% | -71.8% | +48.4% |
| All | +180.2% | +262.7% | -82.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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