+95.6%
LLY vs TWLO
+238.8%
-143.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.9% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -5.1% | -6.4% | +1.3% | -4.5% |
| 3M | -2.1% | +6.3% | -8.3% | -3.2% |
| 6M | +13.8% | +76.4% | -62.6% | +4.0% |
| YTD | +5.1% | +58.8% | -53.7% | -2.9% |
| 1Y | +53.1% | +107.1% | -54.0% | +36.0% |
| 3Y | +95.6% | +245.0% | -149.3% | +75.2% |
| All | +95.6% | +238.8% | -143.1% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling