+677.8%
OKTA vs LII
+139.4%
+538.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +8.4% | +2.9% | +5.5% | +7.2% |
| 30D | -13.7% | +0.9% | -14.6% | -14.5% |
| 3M | +18.0% | -15.5% | +33.5% | +25.4% |
| 6M | +133.8% | -30.2% | +164.1% | +163.1% |
| YTD | +111.5% | -26.8% | +138.3% | +126.2% |
| 1Y | +118.3% | -25.3% | +143.6% | +130.9% |
| 3Y | +168.0% | -7.8% | +175.8% | +142.3% |
| 5Y | -30.1% | +17.0% | -47.0% | -47.1% |
| All | +677.8% | +139.4% | +538.4% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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