+186.5%
LMT vs TWLO
+847.0%
-660.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -12.5% | -9.1% | -3.4% | -12.3% |
| 3M | -0.5% | +11.0% | -11.4% | -0.9% |
| 6M | -20.0% | +79.4% | -99.4% | -21.9% |
| YTD | +10.4% | +59.7% | -49.3% | +8.1% |
| 1Y | +17.7% | +112.3% | -94.6% | +13.9% |
| 3Y | +34.3% | +247.0% | -212.7% | +26.1% |
| 5Y | +71.8% | -35.6% | +107.4% | +71.9% |
| 10Y | +187.0% | +305.7% | -118.7% | +141.2% |
| All | +186.5% | +847.0% | -660.6% | +136.8% |
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 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