+741.7%
FTI vs LDOS
+494.7%
+246.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +5.3% | -5.4% | +10.7% | +8.1% |
| 30D | +15.3% | +4.9% | +10.4% | +12.3% |
| 3M | +15.8% | +7.2% | +8.6% | +10.4% |
| 6M | +22.6% | -24.2% | +46.8% | +37.9% |
| YTD | +79.5% | -25.8% | +105.4% | +101.4% |
| 1Y | +102.0% | -24.7% | +126.7% | +124.2% |
| 3Y | +315.8% | +39.3% | +276.5% | +219.8% |
| 5Y | +1,129.5% | +43.3% | +1,086.2% | +820.6% |
| 10Y | +320.9% | +278.6% | +42.4% | +95.2% |
| All | +741.7% | +494.7% | +246.9% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling