+7,271.2%
FTNT vs LDOS
+499.4%
+6,771.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -11.9% | -3.7% | -8.2% | -10.9% |
| 30D | -35.9% | +16.4% | -52.3% | -39.5% |
| 3M | -25.4% | +7.4% | -32.8% | -27.7% |
| 6M | +36.2% | -0.3% | +36.6% | +34.3% |
| YTD | +54.3% | -24.0% | +78.3% | +66.1% |
| 1Y | +42.5% | -29.6% | +72.0% | +57.8% |
| 3Y | +142.7% | +35.1% | +107.6% | +103.9% |
| 5Y | +79.5% | +52.9% | +26.6% | +41.4% |
| 10Y | +1,883.6% | +262.2% | +1,621.4% | +1,012.9% |
| All | +7,271.2% | +499.4% | +6,771.8% | +3,023.7% |
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 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