+634.8%
OKTA vs LII
+154.6%
+480.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.1% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +14.6% | -11.2% | +25.8% | +20.1% |
| 3M | +44.0% | -28.8% | +72.8% | +62.2% |
| 6M | +116.7% | -26.9% | +143.6% | +137.5% |
| YTD | +99.8% | -22.2% | +122.0% | +109.8% |
| 1Y | +84.1% | -32.0% | +116.0% | +105.5% |
| 3Y | +97.7% | -0.4% | +98.1% | +74.0% |
| 5Y | -35.2% | +22.4% | -57.6% | -51.6% |
| All | +634.8% | +154.6% | +480.1% | +283.1% |
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