+601.7%
TWLO vs LSCC
+1,742.5%
-1,140.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -2.0% |
| 7D | -1.5% | +13.0% | -14.4% | -5.9% |
| 30D | -26.0% | -19.8% | -6.2% | -20.2% |
| 3M | +4.6% | -18.4% | +23.0% | +11.0% |
| 6M | +5.5% | -16.1% | +21.7% | +7.0% |
| YTD | +42.0% | +42.7% | -0.7% | +13.1% |
| 1Y | +58.5% | +68.0% | -9.5% | +17.6% |
| 3Y | +279.7% | +85.8% | +193.8% | +142.9% |
| 5Y | -35.0% | +28.0% | -63.0% | -54.6% |
| 10Y | +539.9% | +1,255.1% | -715.2% | +103.4% |
| All | +601.7% | +1,742.5% | -1,140.8% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling