+689.1%
TWLO vs LVS
+22.4%
+666.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | -9.1% | -4.7% | -4.5% | -7.6% |
| 3M | +11.0% | -15.6% | +26.6% | +18.4% |
| 6M | +79.4% | -18.6% | +98.0% | +94.0% |
| YTD | +59.7% | -32.3% | +92.0% | +85.6% |
| 1Y | +112.3% | -18.0% | +130.3% | +126.4% |
| 3Y | +247.0% | -5.8% | +252.8% | +235.0% |
| 5Y | -35.6% | +5.7% | -41.3% | -43.5% |
| 10Y | +305.7% | 0.0% | +305.7% | +197.0% |
| All | +689.1% | +22.4% | +666.7% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling