+91.8%
OKTA vs LBRT
+27.1%
+64.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | +0.7% | +6.9% | -6.2% | 0.0% |
| 30D | +13.0% | +7.8% | +5.2% | +12.0% |
| 3M | +43.4% | -25.3% | +68.7% | +46.5% |
| 6M | +107.6% | -19.6% | +127.2% | +109.5% |
| YTD | +93.8% | +17.2% | +76.7% | +86.5% |
| 1Y | +80.8% | +114.1% | -33.2% | +59.1% |
| 3Y | +91.8% | +27.0% | +64.8% | +68.6% |
| All | +91.8% | +27.1% | +64.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling