+45.2%
LDOS vs FTV
+2.3%
+42.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.4% | -4.5% | -0.9% | -4.1% |
| 30D | +4.9% | -7.1% | +11.9% | +7.2% |
| 3M | +7.2% | -7.2% | +14.4% | +9.5% |
| 6M | -24.2% | -1.5% | -22.7% | -24.2% |
| YTD | -25.8% | +3.5% | -29.3% | -27.0% |
| 1Y | -24.7% | +20.3% | -45.1% | -29.4% |
| 3Y | +39.3% | -3.1% | +42.4% | +37.5% |
| All | +45.2% | +2.3% | +42.9% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling