+689.7%
TWLO vs LHX
+252.8%
+436.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.4% | -4.3% | +1.8% | -1.1% |
| 30D | -7.8% | -15.1% | +7.3% | -2.9% |
| 3M | +10.0% | -21.0% | +31.0% | +17.9% |
| 6M | +79.5% | -32.0% | +111.5% | +101.6% |
| YTD | +59.8% | -15.3% | +75.2% | +65.0% |
| 1Y | +121.7% | -11.1% | +132.7% | +123.9% |
| 3Y | +240.8% | +54.0% | +186.8% | +176.1% |
| 5Y | -33.6% | +17.1% | -50.7% | -41.4% |
| 10Y | +306.0% | +225.8% | +80.2% | +54.6% |
| All | +689.7% | +252.8% | +436.9% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling