-26.2%
OKTA vs LTH
+152.0%
-178.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | +5.9% | -4.0% | +9.9% | +7.4% |
| 30D | +14.6% | -1.7% | +16.2% | +14.9% |
| 3M | +44.0% | +28.0% | +16.0% | +30.7% |
| 6M | +116.7% | +54.1% | +62.7% | +80.0% |
| YTD | +99.8% | +57.1% | +42.7% | +64.0% |
| 1Y | +84.1% | +45.8% | +38.3% | +54.9% |
| 3Y | +97.7% | +157.6% | -59.9% | +27.2% |
| All | -26.2% | +152.0% | -178.1% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling