-30.6%
TWLO vs LPLA
+80.3%
-111.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.5% | -0.9% | +5.5% | +4.9% |
| 30D | -22.1% | -9.5% | -12.6% | -19.9% |
| 3M | -15.3% | -21.9% | +6.5% | -8.3% |
| 6M | +9.7% | -2.6% | +12.3% | +8.8% |
| YTD | +48.5% | -17.8% | +66.3% | +54.9% |
| 1Y | +70.3% | -21.2% | +91.5% | +80.5% |
| 3Y | +261.4% | +30.6% | +230.8% | +210.0% |
| All | -30.6% | +80.3% | -111.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling