+1,136.8%
LITE vs OKTA
+647.7%
+489.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +9.2% |
| 7D | -12.9% | -3.9% | -8.9% | -11.5% |
| 30D | -46.0% | -23.5% | -22.5% | -41.3% |
| 3M | -33.0% | +19.7% | -52.7% | -36.7% |
| 6M | -34.0% | +111.6% | -145.7% | -48.0% |
| YTD | +61.7% | +105.4% | -43.6% | +25.4% |
| 1Y | +148.3% | +108.4% | +39.9% | +91.5% |
| 3Y | +1,408.5% | +167.8% | +1,240.7% | +961.1% |
| 5Y | +546.2% | -33.8% | +580.0% | +526.4% |
| All | +1,136.8% | +647.7% | +489.2% | +448.2% |
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