+588.3%
OKTA vs LBRT
-15.3%
+603.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +8.4% | +9.2% | -0.8% | +7.6% |
| 30D | -13.7% | -27.5% | +13.8% | -11.4% |
| 3M | +18.0% | -37.9% | +55.9% | +22.5% |
| 6M | +133.8% | -60.7% | +194.6% | +150.3% |
| YTD | +111.5% | -28.5% | +140.0% | +114.6% |
| 1Y | +118.3% | -13.2% | +131.5% | +117.8% |
| 3Y | +168.0% | -28.8% | +196.8% | +165.6% |
| 5Y | -30.1% | +28.0% | -58.0% | -33.6% |
| All | +588.3% | -15.3% | +603.6% | +520.4% |
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