-35.2%
TWLO vs LII
+25.3%
-60.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | +20.6% | -12.6% | +33.2% | +28.4% |
| 3M | -1.5% | -24.4% | +22.9% | +9.8% |
| 6M | +89.4% | -28.7% | +118.1% | +114.0% |
| YTD | +63.8% | -19.1% | +82.9% | +68.9% |
| 1Y | +119.7% | -29.7% | +149.4% | +146.0% |
| 3Y | +256.1% | +4.8% | +251.4% | +167.9% |
| All | -35.2% | +25.3% | -60.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling