+9,303.7%
FTNT vs LDOS
+485.4%
+8,818.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +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