+542.1%
OKTA vs LBRT
+33.5%
+508.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.6% | +8.7% | -6.1% | +1.9% |
| 30D | +16.0% | +6.6% | +9.4% | +15.4% |
| 3M | +38.2% | -34.5% | +72.6% | +42.1% |
| 6M | +137.8% | -24.5% | +162.3% | +141.3% |
| YTD | +97.3% | +12.7% | +84.6% | +93.2% |
| 1Y | +90.1% | +94.8% | -4.7% | +76.8% |
| 3Y | +98.0% | +31.9% | +66.1% | +87.0% |
| 5Y | -36.9% | +111.8% | -148.7% | -42.4% |
| All | +542.1% | +33.5% | +508.6% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling