+301.0%
TWLO vs LUV
+20.2%
+280.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.0% |
| 7D | -2.4% | -1.0% | -1.5% | -2.1% |
| 30D | -7.8% | -12.4% | +4.5% | -4.3% |
| 3M | +10.0% | -11.0% | +21.0% | +13.1% |
| 6M | +79.5% | -5.0% | +84.4% | +79.4% |
| YTD | +59.8% | -3.8% | +63.6% | +55.9% |
| 1Y | +121.7% | +25.9% | +95.8% | +96.9% |
| 3Y | +240.8% | +42.2% | +198.6% | +179.5% |
| 5Y | -33.6% | -10.8% | -22.8% | -37.7% |
| All | +301.0% | +20.2% | +280.7% | +331.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling