+689.1%
TWLO vs LUV
+7.8%
+681.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -9.1% | -13.4% | +4.3% | -5.3% |
| 3M | +11.0% | -9.6% | +20.6% | +13.4% |
| 6M | +79.4% | -8.9% | +88.3% | +81.6% |
| YTD | +59.7% | -5.2% | +64.9% | +56.4% |
| 1Y | +112.3% | +27.0% | +85.3% | +87.7% |
| 3Y | +247.0% | +39.6% | +207.3% | +185.5% |
| 5Y | -35.6% | -14.4% | -21.2% | -38.9% |
| 10Y | +305.7% | +17.3% | +288.4% | +262.3% |
| All | +689.1% | +7.8% | +681.3% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling