-30.2%
TWLO vs LDOS
+51.2%
-81.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +5.6% | -3.5% | +9.1% | +6.5% |
| 30D | -24.6% | +9.5% | -34.2% | -26.7% |
| 3M | -14.0% | -6.3% | -7.7% | -13.0% |
| 6M | +10.1% | +2.8% | +7.3% | +8.4% |
| YTD | +49.2% | -26.6% | +75.8% | +60.7% |
| 1Y | +65.2% | -31.3% | +96.5% | +80.9% |
| 3Y | +260.7% | +30.9% | +229.7% | +214.1% |
| 5Y | -30.2% | +49.4% | -79.6% | -39.0% |
| All | -30.2% | +51.2% | -81.4% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling