+208.1%
LRCX vs TWLO
+123.2%
+84.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +5.3% |
| 7D | +1.9% | -2.0% | +3.9% | +2.0% |
| 30D | +0.1% | +20.6% | -20.5% | -1.0% |
| 3M | -8.5% | -1.5% | -6.9% | -8.8% |
| 6M | +38.1% | +89.4% | -51.4% | +32.3% |
| YTD | +80.1% | +63.8% | +16.3% | +75.2% |
| 1Y | +208.1% | +119.7% | +88.3% | +184.5% |
| All | +208.1% | +123.2% | +84.9% | +184.5% |
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