-32.5%
TWLO vs LH
+23.7%
-56.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +4.2% |
| 7D | -3.9% | -7.4% | +3.5% | +0.2% |
| 30D | -9.7% | -4.6% | -5.1% | -7.5% |
| 3M | +11.6% | +14.5% | -2.9% | +2.8% |
| 6M | +84.7% | +14.8% | +69.9% | +69.4% |
| YTD | +62.5% | +23.3% | +39.2% | +41.1% |
| 1Y | +121.7% | +13.6% | +108.1% | +101.3% |
| 3Y | +253.0% | +56.3% | +196.6% | +148.2% |
| 5Y | -32.5% | +25.2% | -57.7% | -46.3% |
| All | -32.5% | +23.7% | -56.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling