-6.0%
LQD vs TWLO
-33.6%
+27.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | -7.8% | +6.5% | -1.1% |
| 3M | -3.2% | +10.0% | -13.2% | -3.6% |
| 6M | -2.1% | +79.5% | -81.6% | -4.4% |
| YTD | -2.4% | +59.8% | -62.2% | -4.3% |
| 1Y | -2.7% | +121.7% | -124.3% | -5.9% |
| 3Y | +14.2% | +240.8% | -226.6% | +7.3% |
| All | -6.0% | -33.6% | +27.6% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling