+2,080.1%
LLY vs TWLO
+566.1%
+1,514.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | +6.7% | +4.5% | +2.2% | +6.4% |
| 30D | +19.6% | -22.1% | +41.7% | +21.2% |
| 3M | +19.7% | -15.3% | +35.0% | +20.4% |
| 6M | +42.7% | +9.7% | +33.1% | +40.3% |
| YTD | +35.1% | +48.5% | -13.4% | +29.4% |
| 1Y | +42.2% | +70.3% | -28.2% | +34.8% |
| 3Y | +140.8% | +261.4% | -120.6% | +115.7% |
| 5Y | +480.6% | -30.6% | +511.1% | +467.7% |
| All | +2,080.1% | +566.1% | +1,514.0% | +1,636.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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