-33.5%
TWLO vs LII
+23.0%
-56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.3% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | -28.6% | -2.0% | -26.7% | -28.5% |
| 3M | -14.4% | -20.2% | +5.9% | -5.7% |
| 6M | +2.4% | -32.5% | +35.0% | +19.3% |
| YTD | +45.3% | -27.4% | +72.6% | +56.1% |
| 1Y | +61.8% | -28.2% | +90.0% | +74.6% |
| 3Y | +269.0% | -7.2% | +276.2% | +192.9% |
| 5Y | -33.5% | +19.9% | -53.4% | -65.0% |
| All | -33.5% | +23.0% | -56.5% | -65.0% |
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