+1,563.7%
LITE vs TWLO
+261.2%
+1,302.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +5.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.1% |
| 30D | +6.7% | +20.6% | -13.9% | -1.4% |
| 3M | -6.8% | -1.5% | -5.2% | -7.8% |
| 6M | +29.4% | +89.4% | -60.0% | -0.9% |
| YTD | +139.1% | +63.8% | +75.3% | +92.7% |
| 1Y | +521.0% | +119.7% | +401.3% | +340.0% |
| All | +1,563.7% | +261.2% | +1,302.5% | +738.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling