+169.1%
LHX vs OKTA
+620.5%
-451.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -12.7% | +13.8% | -26.6% | -13.7% |
| 3M | -17.6% | +48.9% | -66.5% | -20.1% |
| 6M | -30.7% | +114.9% | -145.7% | -34.9% |
| YTD | -14.3% | +97.9% | -112.2% | -19.2% |
| 1Y | -8.4% | +89.7% | -98.1% | -13.4% |
| 3Y | +56.7% | +95.8% | -39.2% | +45.4% |
| 5Y | +18.5% | -32.6% | +51.1% | +17.9% |
| All | +169.1% | +620.5% | -451.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling