-33.8%
OKTA vs LII
+23.0%
-56.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +4.3% |
| 7D | -3.9% | -1.2% | -2.8% | -3.4% |
| 30D | -23.5% | -2.0% | -21.5% | -23.3% |
| 3M | +19.7% | -20.2% | +40.0% | +31.3% |
| 6M | +111.6% | -32.5% | +144.2% | +144.8% |
| YTD | +105.4% | -27.4% | +132.7% | +119.7% |
| 1Y | +108.4% | -28.2% | +136.6% | +124.1% |
| 3Y | +167.8% | -7.2% | +175.1% | +112.1% |
| 5Y | -33.8% | +19.9% | -53.7% | -62.7% |
| All | -33.8% | +23.0% | -56.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling