+608.2%
OKTA vs LH
+165.9%
+442.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.3% |
| 7D | -2.4% | -4.7% | +2.3% | -0.5% |
| 30D | +13.0% | -3.5% | +16.5% | +14.6% |
| 3M | +41.7% | +17.7% | +24.0% | +31.6% |
| 6M | +105.9% | +15.8% | +90.2% | +92.4% |
| YTD | +92.6% | +25.1% | +67.5% | +73.0% |
| 1Y | +81.1% | +12.5% | +68.6% | +69.9% |
| 3Y | +84.8% | +59.8% | +25.1% | +46.9% |
| 5Y | -34.4% | +27.1% | -61.5% | -43.3% |
| All | +608.2% | +165.9% | +442.3% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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