+143.2%
FTNT vs LDOS
+37.8%
+105.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.5% | +1.9% | -5.4% | -3.8% |
| 30D | -36.5% | +12.8% | -49.3% | -37.8% |
| 3M | -24.7% | -1.0% | -23.7% | -24.8% |
| 6M | +8.3% | +6.2% | +2.1% | +7.4% |
| YTD | +55.6% | -23.2% | +78.8% | +64.0% |
| 1Y | +50.2% | -29.5% | +79.7% | +61.7% |
| 3Y | +143.2% | +37.1% | +106.1% | +140.7% |
| All | +143.2% | +37.8% | +105.4% | +140.7% |
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