+772.8%
TWLO vs LBRT
+43.0%
+729.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.2% |
| 7D | +0.2% | +10.2% | -10.0% | -0.9% |
| 30D | -9.1% | +4.9% | -14.0% | -9.7% |
| 3M | +11.0% | -21.2% | +32.2% | +13.1% |
| 6M | +79.4% | -19.9% | +99.3% | +81.5% |
| YTD | +59.7% | +20.8% | +39.0% | +53.2% |
| 1Y | +112.3% | +123.5% | -11.2% | +87.1% |
| 3Y | +247.0% | +30.9% | +216.0% | +217.8% |
| 5Y | -35.6% | +136.3% | -171.9% | -45.9% |
| All | +772.8% | +43.0% | +729.8% | +585.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling