+49.1%
LLY vs TWLO
+9.2%
+39.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.5% |
| 7D | +1.4% | +2.8% | -1.4% | +1.5% |
| 30D | +21.5% | -22.4% | +43.9% | +20.0% |
| 3M | +18.5% | -14.2% | +32.7% | +17.4% |
| 6M | +49.1% | +10.5% | +38.6% | +50.2% |
| All | +49.1% | +9.2% | +39.9% | +50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling