+684.6%
TWLO vs LEN
+102.2%
+582.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.1% |
| 30D | -6.4% | -8.9% | +2.5% | -3.2% |
| 3M | +6.3% | -10.9% | +17.2% | +10.3% |
| 6M | +76.4% | -19.7% | +96.1% | +88.8% |
| YTD | +58.8% | -20.6% | +79.4% | +68.1% |
| 1Y | +107.1% | -42.4% | +149.5% | +147.9% |
| 3Y | +245.0% | -26.5% | +271.5% | +256.5% |
| 5Y | -36.0% | -10.9% | -25.0% | -40.2% |
| 10Y | +293.2% | +100.6% | +192.6% | +167.0% |
| All | +684.6% | +102.2% | +582.4% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling