+25.6%
LQD vs TWLO
+847.0%
-821.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -0.2% | -9.1% | +8.9% | 0.0% |
| 3M | -1.7% | +11.0% | -12.7% | -2.1% |
| 6M | -2.7% | +79.4% | -82.1% | -4.5% |
| YTD | -1.4% | +59.7% | -61.1% | -3.0% |
| 1Y | -1.0% | +112.3% | -113.3% | -3.4% |
| 3Y | +15.1% | +247.0% | -231.9% | +10.0% |
| 5Y | -5.2% | -35.6% | +30.4% | -7.2% |
| 10Y | +23.3% | +305.7% | -282.4% | +18.1% |
| All | +25.6% | +847.0% | -821.5% | +20.7% |
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