+119.7%
TWLO vs LUV
+24.6%
+95.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +20.6% | -18.4% | +39.0% | +20.6% |
| 3M | -1.5% | -3.2% | +1.7% | -1.6% |
| 6M | +89.4% | -14.8% | +104.3% | +86.4% |
| YTD | +63.8% | -2.9% | +66.6% | +64.7% |
| 1Y | +119.7% | +29.6% | +90.1% | +97.7% |
| All | +119.7% | +24.6% | +95.1% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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