+337.2%
LDOS vs FTV
+90.8%
+246.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.4% | -4.5% | -0.9% | -3.7% |
| 30D | +4.9% | -7.1% | +11.9% | +7.9% |
| 3M | +7.2% | -7.2% | +14.4% | +10.1% |
| 6M | -24.2% | -1.5% | -22.7% | -24.3% |
| YTD | -25.8% | +3.5% | -29.3% | -27.5% |
| 1Y | -24.7% | +20.3% | -45.1% | -30.9% |
| 3Y | +39.3% | -3.1% | +42.4% | +36.7% |
| 5Y | +43.3% | +2.3% | +41.0% | +34.8% |
| 10Y | +278.6% | +76.3% | +202.3% | +171.5% |
| All | +337.2% | +90.8% | +246.5% | +212.2% |
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