+77.4%
LNG vs OKTA
+90.2%
-12.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.6% |
| 30D | +3.8% | +13.0% | -9.2% | +3.2% |
| 3M | +16.2% | +41.7% | -25.5% | +14.1% |
| 6M | +11.7% | +105.9% | -94.2% | +6.6% |
| YTD | +44.2% | +92.6% | -48.3% | +38.0% |
| 1Y | +18.6% | +81.1% | -62.5% | +13.9% |
| 3Y | +77.4% | +84.8% | -7.4% | +76.0% |
| All | +77.4% | +90.2% | -12.8% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling