+612.9%
OKTA vs LSCC
+1,585.7%
-972.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.2% |
| 7D | +0.7% | +5.2% | -4.5% | -1.1% |
| 30D | +13.0% | -9.6% | +22.6% | +16.8% |
| 3M | +43.4% | -17.8% | +61.2% | +50.7% |
| 6M | +107.6% | +37.4% | +70.2% | +77.3% |
| YTD | +93.8% | +59.7% | +34.1% | +54.4% |
| 1Y | +80.8% | +76.2% | +4.6% | +37.6% |
| 3Y | +91.8% | +28.2% | +63.6% | +50.7% |
| 5Y | -36.4% | +87.2% | -123.6% | -58.5% |
| All | +612.9% | +1,585.7% | -972.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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