+301.0%
TWLO vs LVS
0.0%
+301.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.0% |
| 30D | -7.8% | -6.2% | -1.6% | -5.7% |
| 3M | +10.0% | -14.8% | +24.9% | +16.8% |
| 6M | +79.5% | -20.9% | +100.3% | +96.0% |
| YTD | +59.8% | -33.0% | +92.9% | +86.0% |
| 1Y | +121.7% | -20.0% | +141.7% | +138.5% |
| 3Y | +240.8% | -6.9% | +247.7% | +230.9% |
| 5Y | -33.6% | +9.1% | -42.7% | -42.2% |
| All | +301.0% | 0.0% | +301.0% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling