+1,789.3%
FTNT vs LDOS
+248.5%
+1,540.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -12.7% | -7.2% | -5.5% | -10.5% |
| 30D | -37.2% | +16.8% | -54.1% | -40.8% |
| 3M | -25.8% | -1.6% | -24.2% | -25.7% |
| 6M | +32.1% | -1.0% | +33.1% | +30.6% |
| YTD | +49.7% | -25.8% | +75.4% | +63.4% |
| 1Y | +47.6% | -31.1% | +78.6% | +66.0% |
| 3Y | +137.2% | +32.8% | +104.4% | +95.5% |
| 5Y | +74.2% | +49.4% | +24.8% | +33.6% |
| All | +1,789.3% | +248.5% | +1,540.9% | +887.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling