-26.3%
TWLO vs LTH
+143.1%
-169.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -22.4% | +17.7% | -40.1% | -27.6% |
| 3M | -14.2% | +8.5% | -22.7% | -17.8% |
| 6M | +10.5% | +46.9% | -36.4% | -7.9% |
| YTD | +54.3% | +78.8% | -24.5% | +15.2% |
| 1Y | +68.0% | +84.9% | -16.9% | +23.3% |
| 3Y | +273.0% | +246.4% | +26.7% | +92.3% |
| 5Y | -26.3% | +129.6% | -155.9% | -64.1% |
| All | -26.3% | +143.1% | -169.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling