+361.5%
LLY vs TWLO
-37.0%
+398.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | -5.1% | -6.4% | +1.3% | -4.8% |
| 3M | -2.1% | +6.3% | -8.3% | -2.7% |
| 6M | +13.8% | +76.4% | -62.6% | +8.9% |
| YTD | +5.1% | +58.8% | -53.7% | +1.0% |
| 1Y | +53.1% | +107.1% | -54.0% | +44.7% |
| 3Y | +95.6% | +245.0% | -149.3% | +81.5% |
| 5Y | +361.5% | -36.0% | +397.5% | +341.5% |
| All | +361.5% | -37.0% | +398.5% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling