+608.2%
OKTA vs LYV
+444.8%
+163.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | +13.0% | -8.2% | +21.2% | +16.5% |
| 3M | +41.7% | -1.3% | +43.0% | +41.8% |
| 6M | +105.9% | +2.6% | +103.3% | +102.0% |
| YTD | +92.6% | +19.4% | +73.1% | +76.9% |
| 1Y | +81.1% | -2.2% | +83.3% | +78.9% |
| 3Y | +84.8% | +106.0% | -21.2% | +34.1% |
| 5Y | -34.4% | +97.7% | -132.1% | -50.7% |
| All | +608.2% | +444.8% | +163.4% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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