+64.3%
TWLO vs LYFT
-6.2%
+70.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -4.0% |
| 7D | -15.9% | +14.7% | -30.6% | -19.7% |
| 30D | -29.0% | +19.1% | -48.2% | -33.2% |
| 3M | +10.0% | +12.0% | -2.0% | +5.5% |
| 6M | +12.6% | +33.3% | -20.7% | +2.1% |
| YTD | +50.1% | -3.3% | +53.4% | +41.6% |
| 1Y | +64.3% | -3.5% | +67.8% | +51.9% |
| All | +64.3% | -6.2% | +70.5% | +51.9% |
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