+152.4%
FTNT vs LDOS
+39.7%
+112.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -5.8% | -5.4% | -0.4% | -5.1% |
| 30D | -4.8% | +4.9% | -9.7% | -5.4% |
| 3M | +4.4% | +7.2% | -2.8% | +3.6% |
| 6M | +88.8% | -24.2% | +113.0% | +100.5% |
| YTD | +96.8% | -25.8% | +122.6% | +108.6% |
| 1Y | +104.5% | -24.7% | +129.2% | +115.7% |
| All | +152.4% | +39.7% | +112.7% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling