-32.3%
TWLO vs LUV
-11.9%
-20.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.2% |
| 7D | -2.4% | -1.0% | -1.5% | -2.1% |
| 30D | -7.8% | -12.4% | +4.5% | -3.3% |
| 3M | +10.0% | -11.0% | +21.0% | +13.9% |
| 6M | +79.5% | -5.0% | +84.4% | +78.9% |
| YTD | +59.8% | -3.8% | +63.6% | +53.4% |
| 1Y | +121.7% | +25.9% | +95.8% | +85.2% |
| 3Y | +240.8% | +42.2% | +198.6% | +143.7% |
| All | -32.3% | -11.9% | -20.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling