+684.6%
TWLO vs LH
+205.4%
+479.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -6.4% | +2.0% | -8.4% | -7.4% |
| 3M | +6.3% | +24.3% | -18.0% | -5.8% |
| 6M | +76.4% | +21.1% | +55.4% | +58.3% |
| YTD | +58.8% | +30.4% | +28.4% | +35.6% |
| 1Y | +107.1% | +18.4% | +88.7% | +85.7% |
| 3Y | +245.0% | +65.5% | +179.5% | +150.8% |
| 5Y | -36.0% | +29.9% | -65.8% | -47.3% |
| 10Y | +293.2% | +186.6% | +106.6% | +109.6% |
| All | +684.6% | +205.4% | +479.2% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling