+595.4%
TWLO vs LDOS
+241.3%
+354.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.4% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -22.4% | +10.1% | -32.5% | -25.8% |
| 3M | -14.2% | -4.7% | -9.6% | -13.3% |
| 6M | +10.5% | +5.6% | +4.9% | +6.3% |
| YTD | +54.3% | -25.1% | +79.4% | +70.7% |
| 1Y | +68.0% | -31.7% | +99.7% | +93.3% |
| 3Y | +273.0% | +33.7% | +239.3% | +199.7% |
| 5Y | -26.3% | +54.4% | -80.7% | -46.5% |
| 10Y | +595.4% | +236.4% | +359.0% | +155.5% |
| All | +595.4% | +241.3% | +354.2% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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