+51.8%
FTNT vs LDOS
-27.6%
+79.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -25.7% | -2.8% | -22.9% | -25.7% |
| 30D | -29.7% | +13.6% | -43.3% | -30.3% |
| 3M | -23.1% | +4.2% | -27.3% | -23.1% |
| 6M | +45.0% | -8.2% | +53.2% | +47.9% |
| YTD | +62.9% | -24.1% | +87.0% | +67.9% |
| 1Y | +51.8% | -31.2% | +83.1% | +62.1% |
| All | +51.8% | -27.6% | +79.5% | +62.1% |
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