+1,930.2%
LITE vs OKTA
+605.7%
+1,324.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.5% |
| 7D | +12.6% | +0.7% | +11.9% | +12.3% |
| 30D | +9.9% | +13.0% | -3.1% | +4.9% |
| 3M | +9.3% | +43.4% | -34.1% | -2.8% |
| 6M | +75.2% | +107.6% | -32.4% | +36.2% |
| YTD | +165.5% | +93.8% | +71.7% | +107.6% |
| 1Y | +555.0% | +80.8% | +474.1% | +422.7% |
| 3Y | +1,870.5% | +91.8% | +1,778.7% | +1,404.8% |
| 5Y | +1,009.8% | -36.4% | +1,046.2% | +975.2% |
| All | +1,930.2% | +605.7% | +1,324.5% | +807.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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