+305.7%
TWLO vs LII
+163.1%
+142.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | -9.1% | -11.2% | +2.1% | -4.3% |
| 3M | +11.0% | -28.8% | +39.8% | +26.6% |
| 6M | +79.4% | -26.9% | +106.3% | +98.2% |
| YTD | +59.7% | -22.2% | +81.9% | +68.7% |
| 1Y | +112.3% | -32.0% | +144.3% | +139.6% |
| 3Y | +247.0% | -0.4% | +247.4% | +202.8% |
| 5Y | -35.6% | +22.4% | -58.0% | -52.7% |
| 10Y | +305.7% | +171.4% | +134.3% | +92.8% |
| All | +305.7% | +163.1% | +142.6% | +92.8% |
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