+245.0%
TWLO vs LCID
-92.3%
+337.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.9% |
| 7D | -1.2% | +1.8% | -3.0% | -1.4% |
| 30D | -6.4% | -34.2% | +27.9% | -2.2% |
| 3M | +6.3% | -9.1% | +15.4% | +4.8% |
| 6M | +76.4% | -52.6% | +129.0% | +88.1% |
| YTD | +58.8% | -56.2% | +115.0% | +70.0% |
| 1Y | +107.1% | -74.9% | +182.0% | +137.0% |
| 3Y | +245.0% | -92.1% | +337.0% | +355.7% |
| All | +245.0% | -92.3% | +337.2% | +355.7% |
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