-26.9%
OKTA vs LTH
+150.3%
-177.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.4% | -3.7% | +4.1% | +1.7% |
| 30D | +13.8% | -5.3% | +19.1% | +15.7% |
| 3M | +48.9% | +24.2% | +24.7% | +36.7% |
| 6M | +114.9% | +54.8% | +60.1% | +78.1% |
| YTD | +97.9% | +56.1% | +41.8% | +62.8% |
| 1Y | +89.7% | +45.5% | +44.1% | +59.7% |
| 3Y | +95.8% | +155.9% | -60.1% | +26.3% |
| All | -26.9% | +150.3% | -177.2% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling