+1,580.3%
LLY vs TWLO
+298.6%
+1,281.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | -9.1% | +0.5% | -8.1% |
| 3M | -1.6% | +11.0% | -12.6% | -2.7% |
| 6M | +11.8% | +79.4% | -67.5% | +6.4% |
| YTD | +5.1% | +59.7% | -54.6% | +0.6% |
| 1Y | +50.7% | +112.3% | -61.6% | +41.2% |
| 3Y | +95.7% | +247.0% | -151.3% | +76.4% |
| 5Y | +390.2% | -35.6% | +425.7% | +383.1% |
| 10Y | +1,580.3% | +305.7% | +1,274.6% | +1,266.2% |
| All | +1,580.3% | +298.6% | +1,281.7% | +1,266.2% |
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