+1,133.2%
FTI vs LDOS
+43.9%
+1,089.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +5.3% | -5.4% | +10.7% | +7.2% |
| 30D | +15.3% | +4.9% | +10.4% | +13.2% |
| 3M | +15.8% | +7.2% | +8.6% | +12.4% |
| 6M | +22.6% | -24.2% | +46.8% | +35.1% |
| YTD | +79.5% | -25.8% | +105.4% | +97.1% |
| 1Y | +102.0% | -24.7% | +126.7% | +119.7% |
| 3Y | +315.8% | +39.3% | +276.5% | +206.8% |
| All | +1,133.2% | +43.9% | +1,089.3% | +782.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling