+46.8%
FTI vs LDOS
-30.4%
+77.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | -4.3% | -5.8% | +1.5% | -4.1% |
| 30D | -8.0% | +11.6% | -19.6% | -8.5% |
| 3M | -8.0% | -1.0% | -7.0% | -8.0% |
| 6M | -8.7% | +5.1% | -13.7% | -8.4% |
| YTD | +43.9% | -24.0% | +67.9% | +42.6% |
| All | +46.8% | -30.4% | +77.2% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling