+119.7%
OKTA vs LTH
+84.0%
+35.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +0.7% |
| 7D | -14.2% | +9.9% | -24.0% | -14.2% |
| 30D | -12.5% | +18.3% | -30.8% | -12.2% |
| 3M | +29.2% | +5.9% | +23.3% | +29.5% |
| 6M | +147.3% | +80.3% | +67.0% | +131.6% |
| YTD | +120.9% | +78.3% | +42.7% | +109.9% |
| 1Y | +119.7% | +81.0% | +38.7% | +107.6% |
| All | +119.7% | +84.0% | +35.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling