+17.9%
LMT vs OKTA
+90.9%
-72.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -6.3% | +2.6% | -8.9% | -6.2% |
| 30D | -8.5% | +16.0% | -24.5% | -8.4% |
| 3M | +1.8% | +38.2% | -36.3% | +2.2% |
| 6M | -19.9% | +137.8% | -157.7% | -19.3% |
| YTD | +10.6% | +97.3% | -86.7% | +10.7% |
| 1Y | +17.9% | +90.1% | -72.2% | +18.6% |
| All | +17.9% | +90.9% | -72.9% | +18.6% |
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