+79.5%
TWLO vs LHX
-31.0%
+110.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.8% |
| 7D | -2.4% | -4.3% | +1.8% | -3.0% |
| 30D | -7.8% | -15.1% | +7.3% | -10.2% |
| 3M | +10.0% | -21.0% | +31.0% | +6.2% |
| 6M | +79.5% | -32.0% | +111.5% | +84.3% |
| All | +79.5% | -31.0% | +110.5% | +84.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling