+549.6%
TWLO vs LSCC
+1,398.6%
-848.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.4% | -6.2% | -0.8% |
| 7D | -0.5% | +19.3% | -19.8% | -7.0% |
| 30D | -28.6% | -9.6% | -19.0% | -26.2% |
| 3M | -14.4% | -12.4% | -1.9% | -11.5% |
| 6M | +2.4% | -10.5% | +12.9% | +1.5% |
| YTD | +45.3% | +54.8% | -9.5% | +11.8% |
| 1Y | +61.8% | +79.4% | -17.5% | +16.7% |
| 3Y | +269.0% | +109.6% | +159.4% | +123.3% |
| 5Y | -33.5% | +40.4% | -73.8% | -55.5% |
| 10Y | +549.6% | +1,379.1% | -829.5% | +96.9% |
| All | +549.6% | +1,398.6% | -848.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling