+240.8%
TWLO vs LH
+58.7%
+182.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -2.4% | -4.7% | +2.3% | -0.9% |
| 30D | -7.8% | -3.5% | -4.3% | -6.8% |
| 3M | +10.0% | +17.7% | -7.7% | +3.8% |
| 6M | +79.5% | +15.8% | +63.7% | +70.2% |
| YTD | +59.8% | +25.1% | +34.7% | +45.7% |
| 1Y | +121.7% | +12.5% | +109.2% | +110.7% |
| 3Y | +240.8% | +59.8% | +181.0% | +182.2% |
| All | +240.8% | +58.7% | +182.1% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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