+2,502.5%
LITE vs TWLO
+293.5%
+2,209.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.1% | +11.9% |
| 7D | +12.6% | -1.2% | +13.8% | +12.7% |
| 30D | +9.9% | -6.4% | +16.3% | +11.1% |
| 3M | +9.3% | +6.3% | +3.0% | +5.9% |
| 6M | +75.2% | +76.4% | -1.2% | +45.4% |
| YTD | +165.5% | +58.8% | +106.7% | +125.2% |
| 1Y | +555.0% | +107.1% | +447.9% | +413.0% |
| 3Y | +1,870.5% | +245.0% | +1,625.5% | +1,212.3% |
| 5Y | +1,009.8% | -36.0% | +1,045.8% | +936.0% |
| 10Y | +2,502.5% | +293.2% | +2,209.3% | +1,074.7% |
| All | +2,502.5% | +293.5% | +2,209.0% | +1,074.7% |
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