+64.3%
TWLO vs LTH
+84.0%
-19.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.5% | +0.3% |
| 7D | -15.9% | +9.9% | -25.7% | -15.2% |
| 30D | -29.0% | +18.3% | -47.3% | -28.1% |
| 3M | +10.0% | +5.9% | +4.1% | +11.2% |
| 6M | +12.6% | +80.3% | -67.8% | +10.5% |
| YTD | +50.1% | +78.3% | -28.2% | +48.7% |
| 1Y | +64.3% | +81.0% | -16.7% | +61.1% |
| All | +64.3% | +84.0% | -19.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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