+625.6%
OKTA vs LSCC
+1,562.8%
-937.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | +16.0% | -9.7% | +25.7% | +19.9% |
| 3M | +38.2% | -23.7% | +61.9% | +48.6% |
| 6M | +137.8% | +26.5% | +111.3% | +109.0% |
| YTD | +97.3% | +57.5% | +39.8% | +57.9% |
| 1Y | +90.1% | +75.7% | +14.4% | +44.8% |
| 3Y | +98.0% | +19.5% | +78.5% | +60.0% |
| 5Y | -36.9% | +83.8% | -120.7% | -58.6% |
| All | +625.6% | +1,562.8% | -937.2% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling