+149.1%
LMT vs OKTA
+601.1%
-451.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.0% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -13.1% | +13.0% | -26.1% | -13.7% |
| 3M | -3.9% | +41.7% | -45.6% | -5.6% |
| 6M | -18.3% | +105.9% | -124.2% | -21.4% |
| YTD | +10.3% | +92.6% | -82.2% | +6.2% |
| 1Y | +14.2% | +81.1% | -66.8% | +10.3% |
| 3Y | +35.0% | +84.8% | -49.9% | +28.7% |
| 5Y | +73.2% | -34.4% | +107.7% | +75.2% |
| All | +149.1% | +601.1% | -451.9% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling