+2.5%
TWLO vs LCID
-95.9%
+98.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -3.9% | -9.1% | +5.2% | -2.4% |
| 30D | -9.7% | -37.6% | +27.9% | -2.5% |
| 3M | +11.6% | -11.1% | +22.7% | +9.7% |
| 6M | +84.7% | -59.2% | +143.9% | +107.0% |
| YTD | +62.5% | -60.5% | +122.9% | +81.4% |
| 1Y | +121.7% | -78.5% | +200.2% | +174.8% |
| 3Y | +253.0% | -92.8% | +345.8% | +389.0% |
| 5Y | -32.5% | -97.9% | +65.4% | +14.7% |
| All | +2.5% | -95.9% | +98.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling