+64.3%
TWLO vs LHX
-8.3%
+72.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.3% | -1.4% |
| 7D | -15.9% | -0.3% | -15.5% | -15.7% |
| 30D | -29.0% | +9.7% | -38.7% | -27.7% |
| 3M | +10.0% | -8.5% | +18.5% | +10.0% |
| 6M | +12.6% | -15.1% | +27.7% | +11.9% |
| YTD | +50.1% | -10.4% | +60.5% | +50.6% |
| 1Y | +64.3% | -9.3% | +73.6% | +63.5% |
| All | +64.3% | -8.3% | +72.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling