+91.8%
OKTA vs LCID
-92.8%
+184.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.8% | +10.8% | +3.9% |
| 7D | +5.9% | -9.3% | +15.2% | +7.0% |
| 30D | +14.6% | -35.4% | +50.0% | +20.1% |
| 3M | +44.0% | -17.1% | +61.1% | +43.9% |
| 6M | +116.7% | -58.9% | +175.7% | +135.1% |
| YTD | +99.8% | -59.6% | +159.4% | +115.8% |
| 1Y | +84.1% | -78.0% | +162.0% | +112.9% |
| All | +91.8% | -92.8% | +184.6% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling