-32.3%
TWLO vs LYV
+93.4%
-125.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.2% |
| 30D | -7.8% | -8.2% | +0.4% | -3.1% |
| 3M | +10.0% | -1.3% | +11.3% | +9.9% |
| 6M | +79.5% | +2.6% | +76.9% | +72.7% |
| YTD | +59.8% | +19.4% | +40.4% | +37.9% |
| 1Y | +121.7% | -2.2% | +123.9% | +116.3% |
| 3Y | +240.8% | +106.0% | +134.8% | +83.5% |
| All | -32.3% | +93.4% | -125.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 5y: compounded portfolio wealth divided by compounded LYV 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…
5y analysis · Full analysis span regression · 6 months rolling