+90.0%
OKTA vs LH
+56.3%
+33.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.6% |
| 7D | +0.4% | -7.4% | +7.8% | +3.2% |
| 30D | +13.8% | -4.6% | +18.4% | +15.6% |
| 3M | +48.9% | +14.5% | +34.4% | +40.9% |
| 6M | +114.9% | +14.8% | +100.1% | +103.2% |
| YTD | +97.9% | +23.3% | +74.6% | +80.7% |
| 1Y | +89.7% | +13.6% | +76.1% | +78.6% |
| All | +90.0% | +56.3% | +33.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling