+1,017.4%
LITE vs OKTA
+610.3%
+407.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.1% |
| 7D | -35.9% | -19.0% | -16.9% | -31.6% |
| 30D | -51.5% | -22.6% | -28.9% | -47.5% |
| 3M | -35.7% | +17.5% | -53.3% | -38.9% |
| 6M | -43.0% | +117.8% | -160.8% | -55.6% |
| YTD | +46.1% | +95.1% | -49.0% | +14.8% |
| 1Y | +124.7% | +96.4% | +28.3% | +76.0% |
| 3Y | +1,172.1% | +149.0% | +1,023.1% | +812.4% |
| 5Y | +477.0% | -33.8% | +510.8% | +457.0% |
| All | +1,017.4% | +610.3% | +407.1% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling