+658.7%
OKTA vs LII
+136.7%
+522.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -23.2% | -2.4% | -20.8% | -22.8% |
| 3M | +18.3% | -17.5% | +35.8% | +26.9% |
| 6M | +112.6% | -32.8% | +145.4% | +143.2% |
| YTD | +106.3% | -27.7% | +134.0% | +121.7% |
| 1Y | +108.0% | -28.1% | +136.1% | +123.9% |
| 3Y | +163.2% | -9.7% | +172.8% | +140.2% |
| 5Y | -30.9% | +19.5% | -50.4% | -48.0% |
| All | +658.7% | +136.7% | +522.0% | +304.7% |
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