+693.9%
TWLO vs LBRT
-16.2%
+710.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +1.4% |
| 7D | -0.5% | -11.9% | +11.5% | +0.7% |
| 30D | -28.6% | -31.9% | +3.3% | -25.9% |
| 3M | -14.4% | -34.9% | +20.5% | -11.0% |
| 6M | +2.4% | -60.7% | +63.1% | +11.8% |
| YTD | +45.3% | -29.2% | +74.5% | +46.7% |
| 1Y | +61.8% | -23.6% | +85.5% | +61.6% |
| 3Y | +269.0% | -26.8% | +295.8% | +258.3% |
| 5Y | -33.5% | +16.3% | -49.8% | -39.9% |
| All | +693.9% | -16.2% | +710.0% | +556.7% |
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