-9.3%
LHX vs OKTA
+114.8%
-124.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.5% |
| 7D | -0.3% | -14.2% | +13.9% | -0.3% |
| 30D | +9.7% | -12.5% | +22.1% | +9.7% |
| 3M | -8.5% | +29.2% | -37.8% | -9.0% |
| 6M | -15.1% | +147.3% | -162.4% | -16.4% |
| YTD | -10.4% | +120.9% | -131.4% | -11.6% |
| 1Y | -9.3% | +119.7% | -129.0% | -10.5% |
| All | -9.3% | +114.8% | -124.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling