-13.4%
OKTA vs LCID
-95.9%
+82.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +0.4% | -9.1% | +9.5% | +1.8% |
| 30D | +13.8% | -37.6% | +51.4% | +21.9% |
| 3M | +48.9% | -11.1% | +60.0% | +47.1% |
| 6M | +114.9% | -59.2% | +174.1% | +138.3% |
| YTD | +97.9% | -60.5% | +158.3% | +118.7% |
| 1Y | +89.7% | -78.5% | +168.2% | +129.4% |
| 3Y | +95.8% | -92.8% | +188.7% | +159.7% |
| 5Y | -32.6% | -97.9% | +65.3% | +5.7% |
| All | -13.4% | -95.9% | +82.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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