+347.8%
LDOS vs FTV
+119.2%
+228.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.8% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +16.4% | +13.0% | +3.4% | +10.8% |
| 3M | +7.4% | +6.8% | +0.6% | +4.3% |
| 6M | -0.3% | +8.0% | -8.4% | -3.9% |
| YTD | -24.0% | +18.9% | -42.9% | -29.9% |
| 1Y | -29.6% | +30.8% | -60.4% | -37.6% |
| 3Y | +35.1% | +33.4% | +1.8% | +16.2% |
| 5Y | +52.9% | +12.7% | +40.2% | +38.6% |
| 10Y | +262.2% | +111.6% | +150.7% | +144.6% |
| All | +347.8% | +119.2% | +228.6% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling