Amazon found that it increased revenue by 1% for every 100 milliseconds of improvement. [Source: Amazon]
Mozilla shaved 2.2 seconds off their landing pages, thereby increasing download conversions by 15.4%, which they estimate will result in 60 million more Firefox downloads per year. [Source:Mozilla]
Not sure how well your website is performing? Try this tool from Pingdom.
More crazy cool stats here: http://www.webperformancetoday.com/category/mobile/page/2/