+709.2%
TWLO vs LDOS
+343.1%
+366.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -2.0% | -5.4% | +3.4% | +0.3% |
| 30D | +20.6% | +4.9% | +15.7% | +18.1% |
| 3M | -1.5% | +7.2% | -8.7% | -5.1% |
| 6M | +89.4% | -24.2% | +113.7% | +111.5% |
| YTD | +63.8% | -25.8% | +89.6% | +83.6% |
| 1Y | +119.7% | -24.7% | +144.4% | +144.0% |
| 3Y | +256.1% | +39.3% | +216.8% | +181.0% |
| 5Y | -36.6% | +43.3% | -79.9% | -52.0% |
| 10Y | +304.3% | +278.6% | +25.8% | +43.9% |
| All | +709.2% | +343.1% | +366.2% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling