+361.6%
LRCX vs OKTA
+90.2%
+271.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -8.6% | +13.0% | -21.6% | -11.4% |
| 3M | -17.7% | +41.7% | -59.4% | -24.2% |
| 6M | +36.4% | +105.9% | -69.6% | +12.5% |
| YTD | +74.5% | +92.6% | -18.0% | +45.4% |
| 1Y | +159.4% | +81.1% | +78.4% | +120.8% |
| 3Y | +361.6% | +84.8% | +276.7% | +274.0% |
| All | +361.6% | +90.2% | +271.3% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling