+240.8%
TWLO vs LUMN
+385.3%
-144.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -7.8% | +10.3% | -18.1% | -8.6% |
| 3M | +10.0% | -18.3% | +28.3% | +11.4% |
| 6M | +79.5% | +4.4% | +75.1% | +77.7% |
| YTD | +59.8% | -10.7% | +70.5% | +59.1% |
| 1Y | +121.7% | +14.0% | +107.7% | +115.8% |
| 3Y | +240.8% | +406.6% | -165.8% | +179.0% |
| All | +240.8% | +385.3% | -144.5% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling