-26.3%
TWLO vs LCID
-99.1%
+72.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.1% | +3.0% |
| 7D | +2.8% | +8.9% | -6.1% | +0.6% |
| 30D | -22.4% | +6.8% | -29.2% | -23.8% |
| 3M | -14.2% | -45.2% | +31.0% | -3.3% |
| 6M | +10.5% | -39.1% | +49.7% | +16.3% |
| YTD | +54.3% | -65.3% | +119.6% | +81.7% |
| 1Y | +68.0% | -78.4% | +146.4% | +121.2% |
| 3Y | +273.0% | -90.3% | +363.4% | +413.9% |
| 5Y | -26.3% | -99.2% | +72.8% | +105.6% |
| All | -26.3% | -99.1% | +72.8% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling