+261.4%
TWLO vs LCID
-92.2%
+353.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +0.6% |
| 7D | +4.5% | -10.2% | +14.7% | +5.8% |
| 30D | -22.1% | -10.2% | -11.9% | -21.2% |
| 3M | -15.3% | -54.1% | +38.8% | -8.4% |
| 6M | +9.7% | -53.8% | +63.4% | +16.5% |
| YTD | +48.5% | -72.0% | +120.5% | +66.0% |
| 1Y | +70.3% | -80.5% | +150.9% | +98.6% |
| 3Y | +261.4% | -92.6% | +354.0% | +364.5% |
| All | +261.4% | -92.2% | +353.6% | +364.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling