+54.0%
LHX vs OKTA
+90.2%
-36.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.0% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | -15.1% | +13.0% | -28.2% | -15.6% |
| 3M | -21.0% | +41.7% | -62.7% | -22.2% |
| 6M | -32.0% | +105.9% | -137.9% | -34.5% |
| YTD | -15.3% | +92.6% | -107.9% | -18.3% |
| 1Y | -11.1% | +81.1% | -92.1% | -13.9% |
| 3Y | +54.0% | +84.8% | -30.8% | +53.8% |
| All | +54.0% | +90.2% | -36.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling