+261.4%
TWLO vs LBRT
-27.1%
+288.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +4.5% | +9.2% | -4.6% | +3.8% |
| 30D | -22.1% | -27.5% | +5.4% | -20.4% |
| 3M | -15.3% | -37.9% | +22.6% | -12.8% |
| 6M | +9.7% | -60.7% | +70.4% | +17.0% |
| YTD | +48.5% | -28.5% | +77.0% | +46.9% |
| 1Y | +70.3% | -13.2% | +83.6% | +63.5% |
| 3Y | +261.4% | -28.8% | +290.2% | +243.2% |
| All | +261.4% | -27.1% | +288.5% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling