+245.0%
TWLO vs LBRT
+27.1%
+217.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -7.0% | -3.3% |
| 7D | -1.2% | +6.9% | -8.1% | -1.7% |
| 30D | -6.4% | +7.8% | -14.2% | -7.0% |
| 3M | +6.3% | -25.3% | +31.5% | +8.4% |
| 6M | +76.4% | -19.6% | +96.0% | +77.6% |
| YTD | +58.8% | +17.2% | +41.7% | +52.3% |
| 1Y | +107.1% | +114.1% | -7.0% | +79.4% |
| 3Y | +245.0% | +27.0% | +218.0% | +206.9% |
| All | +245.0% | +27.1% | +217.9% | +206.9% |
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 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