+634.8%
OKTA vs LH
+174.1%
+460.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.6% |
| 7D | +5.9% | -3.2% | +9.1% | +7.3% |
| 30D | +14.6% | +0.1% | +14.4% | +14.4% |
| 3M | +44.0% | +18.6% | +25.4% | +33.4% |
| 6M | +116.7% | +17.9% | +98.8% | +101.0% |
| YTD | +99.8% | +28.9% | +70.8% | +77.3% |
| 1Y | +84.1% | +16.6% | +67.4% | +70.2% |
| 3Y | +97.7% | +63.6% | +34.1% | +55.6% |
| 5Y | -35.2% | +30.0% | -65.2% | -44.5% |
| All | +634.8% | +174.1% | +460.7% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling