+658.7%
OKTA vs LSCC
+1,496.1%
-837.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.2% |
| 7D | -6.0% | +5.0% | -11.0% | -7.5% |
| 30D | -23.2% | -11.7% | -11.4% | -20.2% |
| 3M | +18.3% | -13.3% | +31.6% | +22.0% |
| 6M | +112.6% | -12.5% | +125.1% | +113.3% |
| YTD | +106.3% | +51.2% | +55.1% | +64.7% |
| 1Y | +108.0% | +65.9% | +42.1% | +59.9% |
| 3Y | +163.2% | +95.3% | +67.8% | +72.6% |
| 5Y | -30.9% | +38.6% | -69.5% | -51.2% |
| All | +658.7% | +1,496.1% | -837.5% | +142.7% |
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