+301.0%
TWLO vs LYB
+48.3%
+252.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -7.8% | +2.5% | -10.3% | -8.6% |
| 3M | +10.0% | +1.4% | +8.7% | +8.9% |
| 6M | +79.5% | -3.5% | +83.0% | +77.9% |
| YTD | +59.8% | +52.0% | +7.8% | +37.4% |
| 1Y | +121.7% | +22.1% | +99.6% | +102.7% |
| 3Y | +240.8% | -22.8% | +263.6% | +248.7% |
| 5Y | -33.6% | -3.4% | -30.2% | -36.9% |
| All | +301.0% | +48.3% | +252.7% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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