+416.0%
LRCX vs OKTA
-34.5%
+450.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -8.6% | +13.0% | -21.6% | -12.2% |
| 3M | -17.7% | +41.7% | -59.4% | -25.6% |
| 6M | +36.4% | +105.9% | -69.6% | +8.2% |
| YTD | +74.5% | +92.6% | -18.0% | +39.7% |
| 1Y | +159.4% | +81.1% | +78.4% | +111.6% |
| 3Y | +361.6% | +84.8% | +276.7% | +260.5% |
| All | +416.0% | -34.5% | +450.5% | +392.9% |
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