-6.3%
TWLO vs LCID
-97.1%
+90.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +1.1% |
| 7D | +4.5% | -10.2% | +14.7% | +6.3% |
| 30D | -22.1% | -10.2% | -11.9% | -21.0% |
| 3M | -15.3% | -54.1% | +38.8% | -4.1% |
| 6M | +9.7% | -53.8% | +63.4% | +20.0% |
| YTD | +48.5% | -72.0% | +120.5% | +75.0% |
| 1Y | +70.3% | -80.5% | +150.9% | +113.7% |
| 3Y | +261.4% | -92.6% | +354.0% | +389.2% |
| 5Y | -30.6% | -99.3% | +68.8% | +33.0% |
| All | -6.3% | -97.1% | +90.8% | +63.3% |
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