+709.2%
TWLO vs LII
+215.2%
+494.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | +20.6% | -12.6% | +33.2% | +28.0% |
| 3M | -1.5% | -24.4% | +22.9% | +9.3% |
| 6M | +89.4% | -28.7% | +118.1% | +112.3% |
| YTD | +63.8% | -19.1% | +82.9% | +70.1% |
| 1Y | +119.7% | -29.7% | +149.4% | +144.5% |
| 3Y | +256.1% | +4.8% | +251.4% | +203.1% |
| 5Y | -36.6% | +24.6% | -61.1% | -53.8% |
| 10Y | +304.3% | +169.2% | +135.1% | +97.9% |
| All | +709.2% | +215.2% | +494.0% | +271.3% |
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