+301.0%
TWLO vs LPLA
+1,251.7%
-950.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | -7.8% | -6.0% | -1.8% | -5.7% |
| 3M | +10.0% | +24.0% | -14.0% | +1.6% |
| 6M | +79.5% | +17.0% | +62.5% | +67.8% |
| YTD | +59.8% | -0.7% | +60.5% | +57.5% |
| 1Y | +121.7% | +2.1% | +119.6% | +116.4% |
| 3Y | +240.8% | +48.7% | +192.1% | +186.0% |
| 5Y | -33.6% | +151.2% | -184.8% | -55.4% |
| All | +301.0% | +1,251.7% | -950.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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