+107.1%
TWLO vs LSCC
+75.5%
+31.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.1% |
| 7D | -1.2% | +5.2% | -6.4% | -1.5% |
| 30D | -6.4% | -9.6% | +3.3% | -5.9% |
| 3M | +6.3% | -17.8% | +24.1% | +7.2% |
| 6M | +76.4% | +37.4% | +39.0% | +67.6% |
| YTD | +58.8% | +59.7% | -0.9% | +42.1% |
| 1Y | +107.1% | +76.2% | +30.9% | +78.1% |
| All | +107.1% | +75.5% | +31.6% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling