+293.2%
TWLO vs LDOS
+260.1%
+33.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.9% |
| 7D | -1.2% | -7.1% | +5.9% | +1.8% |
| 30D | -6.4% | -6.1% | -0.3% | -4.0% |
| 3M | +6.3% | +5.6% | +0.7% | +3.1% |
| 6M | +76.4% | -26.9% | +103.3% | +99.6% |
| YTD | +58.8% | -27.9% | +86.7% | +79.8% |
| 1Y | +107.1% | -26.8% | +133.9% | +132.2% |
| 3Y | +245.0% | +39.6% | +205.4% | +172.8% |
| 5Y | -36.0% | +39.4% | -75.3% | -50.7% |
| 10Y | +293.2% | +260.0% | +33.2% | +57.4% |
| All | +293.2% | +260.1% | +33.1% | +57.4% |
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