+91.8%
OKTA vs LII
+2.8%
+89.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.7% | +2.1% | -1.4% | +0.2% |
| 30D | +13.0% | -12.4% | +25.4% | +16.5% |
| 3M | +43.4% | -24.8% | +68.2% | +51.8% |
| 6M | +107.6% | -25.2% | +132.8% | +118.2% |
| YTD | +93.8% | -20.3% | +114.1% | +96.3% |
| 1Y | +80.8% | -32.9% | +113.8% | +95.9% |
| 3Y | +91.8% | +2.0% | +89.8% | +54.1% |
| All | +91.8% | +2.8% | +89.0% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling