+42.6%
LNG vs OKTA
+114.8%
-72.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.1% |
| 7D | -1.9% | -14.2% | +12.3% | -2.1% |
| 30D | +6.2% | -12.5% | +18.7% | +6.1% |
| 3M | +13.7% | +29.2% | -15.5% | +14.9% |
| 6M | +7.5% | +147.3% | -139.8% | +9.5% |
| YTD | +51.3% | +120.9% | -69.6% | +51.8% |
| 1Y | +42.6% | +119.7% | -77.0% | +42.9% |
| All | +42.6% | +114.8% | -72.1% | +42.9% |
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