+416.0%
LRCX vs TWLO
-33.6%
+449.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -3.1% | -2.4% | -0.6% | -2.6% |
| 30D | -8.6% | -7.8% | -0.7% | -7.0% |
| 3M | -17.7% | +10.0% | -27.7% | -20.4% |
| 6M | +36.4% | +79.5% | -43.1% | +14.5% |
| YTD | +74.5% | +59.8% | +14.7% | +49.6% |
| 1Y | +159.4% | +121.7% | +37.8% | +102.1% |
| 3Y | +361.6% | +240.8% | +120.8% | +204.0% |
| All | +416.0% | -33.6% | +449.6% | +339.4% |
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