+240.8%
TWLO vs LYFT
+39.4%
+201.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -2.4% | -8.4% | +6.0% | -0.4% |
| 30D | -7.8% | -7.6% | -0.2% | -6.3% |
| 3M | +10.0% | +11.7% | -1.7% | +7.0% |
| 6M | +79.5% | +15.1% | +64.4% | +73.4% |
| YTD | +59.8% | -20.9% | +80.7% | +66.6% |
| 1Y | +121.7% | -16.4% | +138.1% | +126.7% |
| 3Y | +240.8% | +35.2% | +205.6% | +177.7% |
| All | +240.8% | +39.4% | +201.4% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling