+152.9%
FTNT vs LDOS
+30.5%
+122.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +7.1% | -1.6% | +8.7% | +7.3% |
| 30D | -30.9% | +8.2% | -39.1% | -31.9% |
| 3M | -23.1% | -8.2% | -14.9% | -22.4% |
| 6M | +8.1% | +5.8% | +2.3% | +7.0% |
| YTD | +60.2% | -27.0% | +87.2% | +69.9% |
| 1Y | +57.0% | -31.0% | +88.0% | +68.9% |
| 3Y | +152.9% | +29.3% | +123.6% | +149.1% |
| All | +152.9% | +30.5% | +122.5% | +149.1% |
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 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