-6.9%
LVS vs OKTA
+90.2%
-97.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | -3.5% | -2.4% | -1.1% | -3.3% |
| 30D | -6.2% | +13.0% | -19.3% | -7.8% |
| 3M | -14.8% | +41.7% | -56.5% | -19.2% |
| 6M | -20.9% | +105.9% | -126.8% | -29.9% |
| YTD | -33.0% | +92.6% | -125.6% | -40.1% |
| 1Y | -20.0% | +81.1% | -101.1% | -27.8% |
| 3Y | -6.9% | +84.8% | -91.8% | -14.9% |
| All | -6.9% | +90.2% | -97.2% | -14.9% |
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 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