-32.3%
TWLO vs LNT
+31.4%
-63.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -7.8% | -4.2% | -3.6% | -7.4% |
| 3M | +10.0% | -6.7% | +16.7% | +10.7% |
| 6M | +79.5% | -3.6% | +83.0% | +79.7% |
| YTD | +59.8% | +5.9% | +54.0% | +57.6% |
| 1Y | +121.7% | +7.3% | +114.4% | +117.8% |
| 3Y | +240.8% | +46.5% | +194.3% | +217.9% |
| All | -32.3% | +31.4% | -63.7% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling