+634.8%
OKTA vs LPLA
+866.9%
-232.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +5.9% | -1.5% | +7.4% | +6.4% |
| 30D | +14.6% | -6.0% | +20.5% | +16.6% |
| 3M | +44.0% | +21.4% | +22.6% | +35.6% |
| 6M | +116.7% | +12.1% | +104.6% | +107.5% |
| YTD | +99.8% | -1.8% | +101.6% | +98.5% |
| 1Y | +84.1% | +3.2% | +80.9% | +79.8% |
| 3Y | +97.7% | +45.9% | +51.7% | +70.7% |
| 5Y | -35.2% | +144.7% | -179.8% | -53.2% |
| All | +634.8% | +866.9% | -232.2% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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