+167.8%
OKTA vs LBRT
-28.3%
+196.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.1% | -2.8% | +4.3% |
| 7D | -3.9% | -11.9% | +8.0% | -2.6% |
| 30D | -23.5% | -31.9% | +8.4% | -20.4% |
| 3M | +19.7% | -34.9% | +54.6% | +24.7% |
| 6M | +111.6% | -60.7% | +172.3% | +129.9% |
| YTD | +105.4% | -29.2% | +134.6% | +108.2% |
| 1Y | +108.4% | -23.6% | +132.0% | +109.0% |
| 3Y | +167.8% | -26.8% | +194.7% | +163.1% |
| All | +167.8% | -28.3% | +196.1% | +163.1% |
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