+2,037.3%
LITE vs TWLO
+742.1%
+1,295.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.1% | +5.5% |
| 7D | -35.9% | -1.5% | -34.5% | -35.5% |
| 30D | -51.5% | -26.0% | -25.5% | -47.5% |
| 3M | -35.7% | +4.6% | -40.3% | -37.6% |
| 6M | -43.0% | +5.5% | -48.5% | -45.1% |
| YTD | +46.1% | +42.0% | +4.1% | +27.9% |
| 1Y | +124.7% | +58.5% | +66.2% | +91.2% |
| 3Y | +1,172.1% | +279.7% | +892.4% | +740.5% |
| 5Y | +477.0% | -35.0% | +512.0% | +437.9% |
| 10Y | +1,465.7% | +539.9% | +925.8% | +664.1% |
| All | +2,037.3% | +742.1% | +1,295.2% | +904.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling