+121.7%
TWLO vs LUMN
+11.9%
+109.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -7.8% | +10.3% | -18.1% | -9.2% |
| 3M | +10.0% | -18.3% | +28.3% | +12.3% |
| 6M | +79.5% | +4.4% | +75.1% | +75.2% |
| YTD | +59.8% | -10.7% | +70.5% | +57.0% |
| 1Y | +121.7% | +14.0% | +107.7% | +100.2% |
| All | +121.7% | +11.9% | +109.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling