+182.9%
FTI vs LDOS
+248.5%
-65.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.2% |
| 7D | -7.6% | -7.2% | -0.4% | -4.5% |
| 30D | -7.1% | +16.8% | -24.0% | -14.4% |
| 3M | -8.7% | -1.6% | -7.1% | -9.0% |
| 6M | -14.0% | -1.0% | -13.0% | -15.3% |
| YTD | +42.8% | -25.8% | +68.6% | +59.7% |
| 1Y | +50.4% | -31.1% | +81.5% | +75.2% |
| 3Y | +194.1% | +32.8% | +161.3% | +120.6% |
| 5Y | +775.2% | +49.4% | +725.8% | +498.3% |
| All | +182.9% | +248.5% | -65.6% | +50.8% |
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