+64.3%
TWLO vs LUNR
-9.9%
+74.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.3% |
| 7D | -15.9% | -14.3% | -1.5% | -14.8% |
| 30D | -29.0% | -30.5% | +1.5% | -27.2% |
| 3M | +10.0% | -28.9% | +38.9% | +12.5% |
| 6M | +12.6% | -60.8% | +73.4% | +14.9% |
| YTD | +50.1% | -38.8% | +88.9% | +46.8% |
| 1Y | +64.3% | -4.5% | +68.8% | +52.0% |
| All | +64.3% | -9.9% | +74.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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