+580.0%
TWLO vs LII
+166.2%
+413.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -26.0% | -2.4% | -23.6% | -25.8% |
| 3M | -14.3% | -17.5% | +3.2% | -7.5% |
| 6M | +6.2% | -32.8% | +39.0% | +22.9% |
| YTD | +50.6% | -27.7% | +78.3% | +62.9% |
| 1Y | +64.0% | -28.1% | +92.1% | +77.6% |
| 3Y | +264.1% | -9.7% | +273.7% | +230.4% |
| 5Y | -27.9% | +19.5% | -47.4% | -46.9% |
| 10Y | +580.0% | +170.6% | +409.4% | +237.2% |
| All | +580.0% | +166.2% | +413.8% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling