+119.7%
TWLO vs LNG
+23.0%
+96.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | -2.0% | +3.4% | -5.4% | -1.4% |
| 30D | +20.6% | +14.9% | +5.7% | +23.3% |
| 3M | -1.5% | +21.4% | -22.9% | +1.2% |
| 6M | +89.4% | +17.8% | +71.6% | +89.2% |
| YTD | +63.8% | +51.3% | +12.5% | +73.4% |
| 1Y | +119.7% | +24.4% | +95.3% | +128.0% |
| All | +119.7% | +23.0% | +96.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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