-27.1%
OKTA vs LTH
+160.9%
-188.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.6% | -0.6% | +3.3% | +2.7% |
| 30D | +16.0% | -4.6% | +20.6% | +17.6% |
| 3M | +38.2% | +32.8% | +5.3% | +23.7% |
| 6M | +137.8% | +64.6% | +73.2% | +92.3% |
| YTD | +97.3% | +62.6% | +34.7% | +60.0% |
| 1Y | +90.1% | +49.9% | +40.2% | +58.5% |
| 3Y | +98.0% | +151.3% | -53.3% | +29.1% |
| All | -27.1% | +160.9% | -188.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling