+617.7%
TWLO vs LII
+183.1%
+434.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 6M | +2.4% | -32.5% | +35.0% | +18.4% |
| YTD | +45.3% | -27.4% | +72.6% | +56.9% |
| 1Y | +61.8% | -28.2% | +90.0% | +75.4% |
| 3Y | +269.0% | -7.2% | +276.2% | +230.5% |
| 5Y | -33.5% | +19.9% | -53.4% | -50.9% |
| 10Y | +549.6% | +168.6% | +381.0% | +214.9% |
| All | +617.7% | +183.1% | +434.6% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling