+571.3%
OKTA vs LBRT
-19.0%
+590.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -6.0% | -15.7% | +9.7% | -4.6% |
| 30D | -23.2% | -34.3% | +11.1% | -20.4% |
| 3M | +18.3% | -40.6% | +58.9% | +23.2% |
| 6M | +112.6% | -62.0% | +174.6% | +128.2% |
| YTD | +106.3% | -31.6% | +137.9% | +110.1% |
| 1Y | +108.0% | -25.8% | +133.8% | +110.3% |
| 3Y | +163.2% | -30.4% | +193.6% | +161.4% |
| 5Y | -30.9% | +18.7% | -49.5% | -34.1% |
| All | +571.3% | -19.0% | +590.3% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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