+64.3%
TWLO vs LVS
-31.5%
+95.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -1.9% |
| 7D | -15.9% | +13.4% | -29.3% | -19.0% |
| 30D | -29.0% | +12.2% | -41.2% | -31.4% |
| 3M | +10.0% | -10.7% | +20.8% | +14.1% |
| 6M | +12.6% | -19.8% | +32.4% | +22.5% |
| YTD | +50.1% | -35.8% | +85.9% | +79.7% |
| 1Y | +64.3% | -31.8% | +96.1% | +89.3% |
| All | +64.3% | -31.5% | +95.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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