+1,568.0%
LITE vs TWLO
+569.2%
+998.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | +22.6% | +5.6% | +17.0% | +20.8% |
| 30D | -36.8% | -24.6% | -12.1% | -31.6% |
| 3M | -33.0% | -14.0% | -19.1% | -30.8% |
| 6M | -37.1% | +10.1% | -47.1% | -40.2% |
| YTD | +69.5% | +49.2% | +20.3% | +45.4% |
| 1Y | +146.1% | +65.2% | +80.9% | +105.3% |
| 3Y | +1,440.8% | +260.7% | +1,180.2% | +907.7% |
| 5Y | +580.4% | -30.2% | +610.7% | +524.5% |
| All | +1,568.0% | +569.2% | +998.7% | +605.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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