+689.1%
TWLO vs LNG
+706.8%
-17.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -6.7% | +6.9% | +2.6% |
| 30D | -9.1% | +3.9% | -13.0% | -10.6% |
| 3M | +11.0% | +15.5% | -4.5% | +4.5% |
| 6M | +79.4% | +10.5% | +68.9% | +69.6% |
| YTD | +59.7% | +43.0% | +16.8% | +36.2% |
| 1Y | +112.3% | +18.9% | +93.5% | +94.3% |
| 3Y | +247.0% | +74.7% | +172.3% | +168.7% |
| 5Y | -35.6% | +231.2% | -266.8% | -62.8% |
| 10Y | +305.7% | +544.5% | -238.8% | +62.7% |
| All | +689.1% | +706.8% | -17.6% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling