+250.5%
LDOS vs FTV
+109.5%
+141.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | +16.8% | +15.7% | +1.2% | +10.1% |
| 3M | -1.6% | +7.5% | -9.1% | -4.7% |
| 6M | -1.0% | +8.5% | -9.4% | -4.7% |
| YTD | -25.8% | +18.8% | -44.6% | -31.6% |
| 1Y | -31.1% | +28.5% | -59.6% | -38.6% |
| 3Y | +32.8% | +34.0% | -1.2% | +13.7% |
| 5Y | +49.4% | +12.6% | +36.8% | +35.3% |
| All | +250.5% | +109.5% | +141.0% | +129.6% |
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