-21.8%
OKTA vs LTH
+180.7%
-202.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +8.4% | -1.3% | +9.7% | +8.8% |
| 30D | -13.7% | +15.7% | -29.4% | -18.1% |
| 3M | +18.0% | +5.0% | +13.0% | +15.3% |
| 6M | +133.8% | +37.7% | +96.2% | +105.3% |
| YTD | +111.5% | +75.0% | +36.5% | +66.6% |
| 1Y | +118.3% | +82.6% | +35.7% | +68.8% |
| 3Y | +168.0% | +241.3% | -73.3% | +54.8% |
| 5Y | -30.1% | +135.4% | -165.5% | -59.9% |
| All | -21.8% | +180.7% | -202.6% | -54.6% |
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