+1,947.1%
FTNT vs LDOS
+228.4%
+1,718.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.8% |
| 7D | +5.7% | -3.5% | +9.2% | +7.0% |
| 30D | -32.1% | +9.5% | -41.6% | -34.5% |
| 3M | -19.5% | -6.3% | -13.2% | -18.1% |
| 6M | +13.8% | +2.8% | +10.9% | +11.0% |
| YTD | +63.1% | -26.6% | +89.8% | +78.8% |
| 1Y | +57.7% | -31.3% | +89.0% | +77.4% |
| 3Y | +154.9% | +30.9% | +124.0% | +110.9% |
| 5Y | +89.3% | +49.4% | +39.9% | +44.7% |
| All | +1,947.1% | +228.4% | +1,718.7% | +967.2% |
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