+847.0%
FTI vs LDOS
+52.3%
+794.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -6.3% | +10.1% | -16.4% | -9.4% |
| 3M | -13.1% | -4.7% | -8.5% | -12.3% |
| 6M | -8.0% | +5.6% | -13.6% | -10.7% |
| YTD | +47.1% | -25.1% | +72.1% | +60.0% |
| 1Y | +50.7% | -31.7% | +82.4% | +70.7% |
| 3Y | +209.0% | +33.7% | +175.2% | +133.2% |
| 5Y | +847.0% | +54.4% | +792.6% | +557.3% |
| All | +847.0% | +52.3% | +794.7% | +557.3% |
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