+119.7%
TWLO vs LYFT
-1.1%
+120.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.0% |
| 7D | -2.0% | -5.5% | +3.5% | -0.1% |
| 30D | +20.6% | +1.5% | +19.1% | +20.0% |
| 3M | -1.5% | +18.4% | -20.0% | -6.9% |
| 6M | +89.4% | +20.8% | +68.6% | +77.7% |
| YTD | +63.8% | -13.7% | +77.5% | +65.8% |
| 1Y | +119.7% | -0.4% | +120.1% | +116.4% |
| All | +119.7% | -1.1% | +120.8% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 1y: compounded portfolio wealth divided by compounded LYFT 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…
1y analysis · Full analysis span regression · 6 months rolling