+151.9%
LMT vs OKTA
+620.5%
-468.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.8% | +13.8% | -24.6% | -11.4% |
| 3M | +1.6% | +48.9% | -47.3% | -0.4% |
| 6M | -17.6% | +114.9% | -132.5% | -20.9% |
| YTD | +11.6% | +97.9% | -86.3% | +7.3% |
| 1Y | +17.2% | +89.7% | -72.4% | +12.9% |
| 3Y | +35.7% | +95.8% | -60.1% | +29.0% |
| 5Y | +75.2% | -32.6% | +107.8% | +77.0% |
| All | +151.9% | +620.5% | -468.5% | +84.0% |
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