+2,012.0%
FTNT vs LDOS
+274.0%
+1,738.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -5.8% | -5.4% | -0.4% | -4.0% |
| 30D | -4.8% | +4.9% | -9.7% | -6.5% |
| 3M | +4.4% | +7.2% | -2.8% | +1.2% |
| 6M | +88.8% | -24.2% | +113.0% | +107.2% |
| YTD | +96.8% | -25.8% | +122.6% | +115.8% |
| 1Y | +104.5% | -24.7% | +129.2% | +122.2% |
| 3Y | +156.8% | +39.3% | +117.5% | +108.5% |
| 5Y | +144.1% | +43.3% | +100.7% | +92.2% |
| All | +2,012.0% | +274.0% | +1,738.0% | +1,101.1% |
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 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