+361.6%
LRCX vs TWLO
+246.3%
+115.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -3.1% | -2.4% | -0.6% | -2.7% |
| 30D | -8.6% | -7.8% | -0.7% | -7.4% |
| 3M | -17.7% | +10.0% | -27.7% | -19.7% |
| 6M | +36.4% | +79.5% | -43.1% | +18.2% |
| YTD | +74.5% | +59.8% | +14.7% | +54.4% |
| 1Y | +159.4% | +121.7% | +37.8% | +109.1% |
| 3Y | +361.6% | +240.8% | +120.8% | +213.8% |
| All | +361.6% | +246.3% | +115.3% | +213.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling