+246.5%
TWLO vs LNT
+46.9%
+199.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | -9.7% | -1.9% | -7.8% | -9.6% |
| 3M | +11.6% | -7.2% | +18.8% | +12.3% |
| 6M | +84.7% | -3.9% | +88.6% | +84.9% |
| YTD | +62.5% | +5.9% | +56.6% | +59.4% |
| 1Y | +121.7% | +8.4% | +113.3% | +115.6% |
| All | +246.5% | +46.9% | +199.6% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling