+689.7%
TWLO vs LUMN
-56.0%
+745.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -7.8% | +10.3% | -18.1% | -8.9% |
| 3M | +10.0% | -18.3% | +28.3% | +11.9% |
| 6M | +79.5% | +4.4% | +75.1% | +77.1% |
| YTD | +59.8% | -10.7% | +70.5% | +58.9% |
| 1Y | +121.7% | +14.0% | +107.7% | +113.3% |
| 3Y | +240.8% | +406.6% | -165.8% | +148.8% |
| 5Y | -33.6% | -36.8% | +3.2% | -35.6% |
| 10Y | +306.0% | -56.2% | +362.2% | +286.5% |
| All | +689.7% | -56.0% | +745.7% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling