+301.0%
TWLO vs LNG
+562.2%
-261.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | -4.7% | +2.3% | -0.9% |
| 30D | -7.8% | +3.8% | -11.6% | -9.1% |
| 3M | +10.0% | +16.2% | -6.1% | +3.7% |
| 6M | +79.5% | +11.7% | +67.8% | +69.7% |
| YTD | +59.8% | +44.2% | +15.6% | +37.1% |
| 1Y | +121.7% | +18.6% | +103.1% | +104.1% |
| 3Y | +240.8% | +77.4% | +163.4% | +166.6% |
| 5Y | -33.6% | +232.3% | -265.9% | -60.1% |
| All | +301.0% | +562.2% | -261.2% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling