-32.5%
TWLO vs LEN
-13.7%
-18.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +3.3% |
| 7D | -3.9% | -7.8% | +3.9% | -0.4% |
| 30D | -9.7% | -11.0% | +1.3% | -5.1% |
| 3M | +11.6% | -12.8% | +24.4% | +17.7% |
| 6M | +84.7% | -20.2% | +104.9% | +100.9% |
| YTD | +62.5% | -23.0% | +85.5% | +75.7% |
| 1Y | +121.7% | -41.8% | +163.5% | +176.5% |
| 3Y | +253.0% | -28.8% | +281.8% | +241.0% |
| 5Y | -32.5% | -12.6% | -19.9% | -53.8% |
| All | -32.5% | -13.7% | -18.8% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling