+1,358.0%
LITE vs TWLO
+261.1%
+1,096.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +10.8% | +4.5% | +6.2% | +9.4% |
| 30D | -33.4% | -22.1% | -11.3% | -28.1% |
| 3M | -32.2% | -15.3% | -16.9% | -29.3% |
| 6M | -42.1% | +9.7% | -51.8% | -45.5% |
| YTD | +61.9% | +48.5% | +13.4% | +34.6% |
| 1Y | +163.0% | +70.3% | +92.6% | +106.8% |
| 3Y | +1,358.0% | +261.4% | +1,096.6% | +656.1% |
| All | +1,358.0% | +261.1% | +1,096.9% | +656.1% |
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