+240.8%
TWLO vs LEN
-27.3%
+268.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | -2.4% | -4.8% | +2.3% | -1.6% |
| 30D | -7.8% | -6.6% | -1.2% | -6.8% |
| 3M | +10.0% | -15.7% | +25.7% | +12.9% |
| 6M | +79.5% | -16.6% | +96.1% | +84.4% |
| YTD | +59.8% | -21.3% | +81.2% | +63.9% |
| 1Y | +121.7% | -42.0% | +163.7% | +146.3% |
| 3Y | +240.8% | -27.9% | +268.7% | +199.7% |
| All | +240.8% | -27.3% | +268.1% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling