+3.4%
TWLO vs LCID
-95.4%
+98.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.9% | -3.4% |
| 7D | -2.0% | -6.6% | +4.6% | -0.9% |
| 30D | +20.6% | -30.1% | +50.7% | +27.7% |
| 3M | -1.5% | -17.6% | +16.1% | -1.8% |
| 6M | +89.4% | -54.4% | +143.9% | +108.4% |
| YTD | +63.8% | -55.7% | +119.5% | +79.5% |
| 1Y | +119.7% | -71.0% | +190.8% | +157.8% |
| 3Y | +256.1% | -92.6% | +348.8% | +393.2% |
| 5Y | -36.6% | -97.6% | +61.0% | +5.6% |
| All | +3.4% | -95.4% | +98.8% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling