+64.3%
TWLO vs LBRT
-25.0%
+89.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.2% | +11.1% | -0.6% |
| 7D | -15.9% | -25.3% | +9.5% | -16.8% |
| 30D | -29.0% | -32.9% | +3.8% | -30.5% |
| 3M | +10.0% | -33.3% | +43.3% | +8.0% |
| 6M | +12.6% | -61.0% | +73.5% | +6.5% |
| YTD | +50.1% | -28.0% | +78.1% | +48.0% |
| 1Y | +64.3% | -21.5% | +85.8% | +55.3% |
| All | +64.3% | -25.0% | +89.3% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling