-31.2%
LDOS vs FTV
+37.8%
-69.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -2.8% | +6.6% | -9.4% | -4.4% |
| 30D | +13.6% | +19.1% | -5.5% | +8.7% |
| 3M | +4.2% | +13.1% | -8.9% | +1.1% |
| 6M | -8.2% | +14.0% | -22.2% | -11.1% |
| YTD | -24.1% | +24.2% | -48.3% | -26.7% |
| 1Y | -31.2% | +36.4% | -67.6% | -36.0% |
| All | -31.2% | +37.8% | -69.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling