+709.2%
TWLO vs LSCC
+1,933.3%
-1,224.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | +20.6% | -9.7% | +30.2% | +24.7% |
| 3M | -1.5% | -23.7% | +22.2% | +5.5% |
| 6M | +89.4% | +26.5% | +62.9% | +63.6% |
| YTD | +63.8% | +57.5% | +6.3% | +27.2% |
| 1Y | +119.7% | +75.7% | +44.0% | +61.6% |
| 3Y | +256.1% | +19.5% | +236.7% | +178.6% |
| 5Y | -36.6% | +83.8% | -120.3% | -60.8% |
| 10Y | +304.3% | +1,772.4% | -1,468.0% | +15.7% |
| All | +709.2% | +1,933.3% | -1,224.1% | +121.0% |
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