+2,187.7%
LLY vs TWLO
+814.9%
+1,372.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.2% |
| 7D | +1.4% | +2.8% | -1.4% | +1.2% |
| 30D | +21.5% | -22.4% | +43.9% | +23.3% |
| 3M | +18.5% | -14.2% | +32.7% | +19.1% |
| 6M | +49.1% | +10.5% | +38.6% | +46.6% |
| YTD | +34.4% | +54.3% | -19.9% | +28.4% |
| 1Y | +46.3% | +68.0% | -21.7% | +38.9% |
| 3Y | +145.5% | +273.0% | -127.5% | +119.6% |
| 5Y | +472.7% | -26.3% | +499.0% | +456.8% |
| 10Y | +2,049.9% | +595.4% | +1,454.5% | +1,607.6% |
| All | +2,187.7% | +814.9% | +1,372.8% | +1,680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling