+625.6%
OKTA vs LII
+164.6%
+461.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | +2.6% | -0.7% | +3.4% | +2.9% |
| 30D | +16.0% | -12.6% | +28.6% | +22.4% |
| 3M | +38.2% | -24.4% | +62.6% | +51.9% |
| 6M | +137.8% | -28.7% | +166.5% | +163.7% |
| YTD | +97.3% | -19.1% | +116.4% | +104.1% |
| 1Y | +90.1% | -29.7% | +119.8% | +109.4% |
| 3Y | +98.0% | +4.8% | +93.2% | +70.4% |
| 5Y | -36.9% | +24.6% | -61.5% | -53.3% |
| All | +625.6% | +164.6% | +461.0% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling