+90.0%
OKTA vs LTH
+153.7%
-63.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.4% |
| 30D | +13.8% | -5.3% | +19.1% | +15.2% |
| 3M | +48.9% | +24.2% | +24.7% | +39.6% |
| 6M | +114.9% | +54.8% | +60.1% | +85.5% |
| YTD | +97.9% | +56.1% | +41.8% | +69.9% |
| 1Y | +89.7% | +45.5% | +44.1% | +66.2% |
| All | +90.0% | +153.7% | -63.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling