+315.4%
FTI vs LDOS
+274.0%
+41.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +5.3% | -5.4% | +10.7% | +8.1% |
| 30D | +15.3% | +4.9% | +10.4% | +12.3% |
| 3M | +15.8% | +7.2% | +8.6% | +10.5% |
| 6M | +22.6% | -24.2% | +46.8% | +38.7% |
| YTD | +79.5% | -25.8% | +105.4% | +102.3% |
| 1Y | +102.0% | -24.7% | +126.7% | +125.0% |
| 3Y | +315.8% | +39.3% | +276.5% | +205.5% |
| 5Y | +1,129.5% | +43.3% | +1,086.2% | +772.9% |
| All | +315.4% | +274.0% | +41.4% | +122.6% |
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