+76.0%
TWLO vs LYFT
-82.5%
+158.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.3% |
| 7D | -2.4% | -8.4% | +6.0% | +0.1% |
| 30D | -7.8% | -7.6% | -0.2% | -5.9% |
| 3M | +10.0% | +11.7% | -1.7% | +5.9% |
| 6M | +79.5% | +15.1% | +64.4% | +71.1% |
| YTD | +59.8% | -20.9% | +80.7% | +69.4% |
| 1Y | +121.7% | -16.4% | +138.1% | +128.2% |
| 3Y | +240.8% | +35.2% | +205.6% | +167.6% |
| 5Y | -33.6% | -69.4% | +35.8% | -26.0% |
| All | +76.0% | -82.5% | +158.5% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling