+119.7%
OKTA vs LDOS
-27.6%
+147.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -14.2% | -2.8% | -11.4% | -13.8% |
| 30D | -12.5% | +13.6% | -26.1% | -16.1% |
| 3M | +29.2% | +4.2% | +25.0% | +27.9% |
| 6M | +147.3% | -8.2% | +155.6% | +156.0% |
| YTD | +120.9% | -24.1% | +145.0% | +141.6% |
| 1Y | +119.7% | -31.2% | +150.9% | +154.2% |
| All | +119.7% | -27.6% | +147.3% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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