+64.3%
TWLO vs LEN
-21.9%
+86.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | 0.0% |
| 7D | -15.9% | +10.5% | -26.3% | -15.7% |
| 30D | -29.0% | +24.6% | -53.7% | -29.1% |
| 3M | +10.0% | +6.6% | +3.4% | +10.0% |
| 6M | +12.6% | +10.6% | +1.9% | +13.4% |
| YTD | +50.1% | -8.3% | +58.4% | +44.6% |
| 1Y | +64.3% | -22.5% | +86.8% | +66.1% |
| All | +64.3% | -21.9% | +86.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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