+119.7%
OKTA vs LBRT
-25.0%
+144.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.2% | +11.9% | +1.9% |
| 7D | -14.2% | -25.3% | +11.1% | -11.7% |
| 30D | -12.5% | -32.9% | +20.4% | -9.7% |
| 3M | +29.2% | -33.3% | +62.6% | +32.7% |
| 6M | +147.3% | -61.0% | +208.3% | +159.3% |
| YTD | +120.9% | -28.0% | +149.0% | +122.6% |
| 1Y | +119.7% | -21.5% | +141.2% | +113.5% |
| All | +119.7% | -25.0% | +144.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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