+17.9%
LMT vs TWLO
+123.2%
-105.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.4% |
| 7D | -6.3% | -2.0% | -4.2% | -6.3% |
| 30D | -8.5% | +20.6% | -29.1% | -8.2% |
| 3M | +1.8% | -1.5% | +3.4% | +1.4% |
| 6M | -19.9% | +89.4% | -109.4% | -18.6% |
| YTD | +10.6% | +63.8% | -53.2% | +11.3% |
| 1Y | +17.9% | +119.7% | -101.8% | +17.8% |
| All | +17.9% | +123.2% | -105.3% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling