+4,048.2%
LRCX vs TWLO
+847.0%
+3,201.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +9.5% | +0.2% | +9.4% | +9.4% |
| 30D | +3.1% | -9.1% | +12.2% | +5.2% |
| 3M | -3.4% | +11.0% | -14.4% | -6.8% |
| 6M | +49.7% | +79.4% | -29.7% | +26.1% |
| YTD | +84.9% | +59.7% | +25.1% | +58.8% |
| 1Y | +200.8% | +112.3% | +88.5% | +138.9% |
| 3Y | +385.1% | +247.0% | +138.1% | +226.6% |
| 5Y | +460.5% | -35.6% | +496.1% | +416.0% |
| 10Y | +3,866.3% | +305.7% | +3,560.6% | +2,077.8% |
| All | +4,048.2% | +847.0% | +3,201.2% | +2,026.6% |
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