+901.5%
LITE vs OKTA
-36.5%
+938.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +2.6% | -4.2% | -2.1% |
| 30D | +6.7% | +16.0% | -9.4% | +2.0% |
| 3M | -6.8% | +38.2% | -44.9% | -14.7% |
| 6M | +29.4% | +137.8% | -108.4% | +0.3% |
| YTD | +139.1% | +97.3% | +41.8% | +93.4% |
| 1Y | +521.0% | +90.1% | +430.9% | +407.3% |
| 3Y | +1,535.3% | +98.0% | +1,437.3% | +1,198.5% |
| All | +901.5% | -36.5% | +938.1% | +857.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling