+47.6%
FTNT vs LDOS
-31.2%
+78.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.9% |
| 7D | -12.7% | -7.2% | -5.5% | -12.6% |
| 30D | -37.2% | +16.8% | -54.1% | -37.9% |
| 3M | -25.8% | -1.6% | -24.2% | -25.8% |
| 6M | +32.1% | -1.0% | +33.1% | +33.2% |
| YTD | +49.7% | -25.8% | +75.4% | +54.4% |
| 1Y | +47.6% | -31.1% | +78.6% | +57.1% |
| All | +47.6% | -31.2% | +78.7% | +57.1% |
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