+7,607.6%
FTNT vs LDOS
+491.0%
+7,116.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -33.6% | +10.1% | -43.7% | -36.0% |
| 3M | -20.9% | -4.7% | -16.2% | -20.0% |
| 6M | +11.0% | +5.6% | +5.4% | +7.3% |
| YTD | +61.3% | -25.1% | +86.4% | +74.5% |
| 1Y | +53.1% | -31.7% | +84.8% | +71.4% |
| 3Y | +152.1% | +33.7% | +118.4% | +112.4% |
| 5Y | +90.1% | +54.4% | +35.8% | +49.0% |
| 10Y | +1,910.4% | +236.4% | +1,673.9% | +1,056.5% |
| All | +7,607.6% | +491.0% | +7,116.6% | +3,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling