+293.2%
TWLO vs LSCC
+1,791.9%
-1,498.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -1.2% | +5.2% | -6.4% | -3.0% |
| 30D | -6.4% | -9.6% | +3.3% | -3.3% |
| 3M | +6.3% | -17.8% | +24.1% | +11.1% |
| 6M | +76.4% | +37.4% | +39.0% | +48.1% |
| YTD | +58.8% | +59.7% | -0.9% | +23.0% |
| 1Y | +107.1% | +76.2% | +30.9% | +52.6% |
| 3Y | +245.0% | +28.2% | +216.8% | +162.7% |
| 5Y | -36.0% | +87.2% | -123.2% | -60.5% |
| 10Y | +293.2% | +1,795.0% | -1,501.8% | +19.9% |
| All | +293.2% | +1,791.9% | -1,498.8% | +19.9% |
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