+205.0%
FTI vs LDOS
+37.8%
+167.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.3% | +1.9% | -5.2% | -3.6% |
| 30D | -7.2% | +12.8% | -20.0% | -9.2% |
| 3M | -12.9% | -1.0% | -11.9% | -12.9% |
| 6M | -7.9% | +6.2% | -14.1% | -9.0% |
| YTD | +45.2% | -23.2% | +68.4% | +52.0% |
| 1Y | +48.1% | -29.5% | +77.5% | +58.8% |
| 3Y | +205.0% | +37.1% | +167.9% | +161.7% |
| All | +205.0% | +37.8% | +167.2% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling