+185.8%
LMT vs TWLO
+312.8%
-127.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -13.1% | -7.8% | -5.3% | -12.9% |
| 3M | -3.9% | +10.0% | -13.9% | -4.3% |
| 6M | -18.3% | +79.5% | -97.7% | -20.2% |
| YTD | +10.3% | +59.8% | -49.5% | +8.0% |
| 1Y | +14.2% | +121.7% | -107.4% | +10.3% |
| 3Y | +35.0% | +240.8% | -205.8% | +26.8% |
| 5Y | +73.2% | -33.6% | +106.8% | +73.3% |
| All | +185.8% | +312.8% | -127.0% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling