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  • FTNT vs LDOS✓SelectedUSD · LDOSFTNT vs LDOS performance historyLatest closeAs of-0.04%09/04
Stock and ETF performance explorer

FTNT vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,303.7%
LDOS return
+485.4%
Excess return
+8,818.4%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D0.0%+0.5%-0.6%-0.2%
7D-5.8%-5.4%-0.4%-4.0%
30D-4.8%+4.9%-9.7%-6.5%
3M+4.4%+7.2%-2.8%+1.2%
6M+88.8%-24.2%+113.0%+106.1%
YTD+96.8%-25.8%+122.6%+114.8%
1Y+104.5%-24.7%+129.2%+121.3%
3Y+156.8%+39.3%+117.5%+113.5%
5Y+144.1%+43.3%+100.7%+97.4%
10Y+2,021.8%+278.6%+1,743.2%+1,076.1%
All+9,303.7%+485.4%+8,818.4%+3,938.8%

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