+1,868.3%
FTNT vs LDOS
+254.8%
+1,613.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | -36.5% | +12.8% | -49.3% | -39.4% |
| 3M | -24.7% | -1.0% | -23.7% | -24.8% |
| 6M | +8.3% | +6.2% | +2.1% | +4.6% |
| YTD | +55.6% | -23.2% | +78.8% | +68.0% |
| 1Y | +50.2% | -29.5% | +79.7% | +67.7% |
| 3Y | +143.2% | +37.1% | +106.1% | +98.2% |
| 5Y | +85.5% | +55.6% | +29.8% | +40.0% |
| 10Y | +1,868.3% | +249.4% | +1,618.9% | +964.1% |
| All | +1,868.3% | +254.8% | +1,613.5% | +964.1% |
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