+246.5%
TWLO vs LPLA
+43.8%
+202.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -3.9% | -3.7% | -0.2% | -2.6% |
| 30D | -9.7% | -6.4% | -3.3% | -7.6% |
| 3M | +11.6% | +20.2% | -8.6% | +4.8% |
| 6M | +84.7% | +12.8% | +71.8% | +75.2% |
| YTD | +62.5% | -2.5% | +65.0% | +61.7% |
| 1Y | +121.7% | +1.9% | +119.8% | +116.6% |
| All | +246.5% | +43.8% | +202.6% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling