-36.0%
TWLO vs LSCC
+85.6%
-121.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 6M | +76.4% | +37.4% | +39.0% | +46.4% |
| YTD | +58.8% | +59.7% | -0.9% | +20.5% |
| 1Y | +107.1% | +76.2% | +30.9% | +48.7% |
| 3Y | +245.0% | +28.2% | +216.8% | +164.2% |
| 5Y | -36.0% | +87.2% | -123.2% | -68.4% |
| All | -36.0% | +85.6% | -121.6% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling