+550.1%
OKTA vs LBRT
+43.0%
+507.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.8% |
| 7D | +5.9% | +10.2% | -4.3% | +5.0% |
| 30D | +14.6% | +4.9% | +9.7% | +14.1% |
| 3M | +44.0% | -21.2% | +65.2% | +46.0% |
| 6M | +116.7% | -19.9% | +136.7% | +118.8% |
| YTD | +99.8% | +20.8% | +79.0% | +94.5% |
| 1Y | +84.1% | +123.5% | -39.5% | +69.2% |
| 3Y | +97.7% | +30.9% | +66.8% | +86.7% |
| 5Y | -35.2% | +136.3% | -171.5% | -41.3% |
| All | +550.1% | +43.0% | +507.1% | +462.3% |
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