+222.8%
LDOS vs FTV
+109.0%
+113.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.5% | +3.7% | -7.2% | -4.8% |
| 30D | +9.5% | +16.8% | -7.3% | +2.9% |
| 3M | -6.3% | +10.4% | -16.7% | -10.2% |
| 6M | +2.8% | +12.8% | -10.0% | -2.6% |
| YTD | -26.6% | +23.3% | -49.9% | -33.4% |
| 1Y | -31.3% | +31.0% | -62.3% | -39.2% |
| 3Y | +30.9% | +38.6% | -7.6% | +10.7% |
| 5Y | +49.4% | +17.6% | +31.8% | +33.0% |
| All | +222.8% | +109.0% | +113.8% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling