+184.1%
FTI vs LDOS
+226.9%
-42.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +4.3% | -1.6% | +5.9% | +5.1% |
| 30D | -4.7% | +8.2% | -12.9% | -8.8% |
| 3M | -13.5% | -8.2% | -5.4% | -10.9% |
| 6M | -8.7% | +5.8% | -14.5% | -13.3% |
| YTD | +49.0% | -27.0% | +76.0% | +67.8% |
| 1Y | +54.0% | -31.0% | +85.0% | +79.0% |
| 3Y | +211.6% | +29.3% | +182.3% | +136.8% |
| 5Y | +881.9% | +48.7% | +833.1% | +570.8% |
| All | +184.1% | +226.9% | -42.8% | +64.6% |
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