+795.0%
TWLO vs LBRT
+33.5%
+761.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | -2.0% | +8.7% | -10.8% | -2.9% |
| 30D | +20.6% | +6.6% | +14.0% | +19.6% |
| 3M | -1.5% | -34.5% | +32.9% | +2.3% |
| 6M | +89.4% | -24.5% | +113.9% | +92.9% |
| YTD | +63.8% | +12.7% | +51.1% | +58.3% |
| 1Y | +119.7% | +94.8% | +24.9% | +96.8% |
| 3Y | +256.1% | +31.9% | +224.3% | +225.6% |
| 5Y | -36.6% | +111.8% | -148.4% | -46.1% |
| All | +795.0% | +33.5% | +761.6% | +608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling