+137.2%
FTNT vs LSCC
+81.4%
+55.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -4.0% |
| 7D | -12.7% | +13.0% | -25.6% | -14.2% |
| 30D | -37.2% | -19.8% | -17.4% | -35.5% |
| 3M | -25.8% | -18.4% | -7.4% | -24.2% |
| 6M | +32.1% | -16.1% | +48.2% | +33.2% |
| YTD | +49.7% | +42.7% | +6.9% | +37.0% |
| 1Y | +47.6% | +68.0% | -20.5% | +31.2% |
| 3Y | +137.2% | +85.8% | +51.4% | +98.1% |
| All | +137.2% | +81.4% | +55.8% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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