+676.4%
OKTA vs LDOS
+201.8%
+474.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.9% |
| 7D | +6.6% | -3.5% | +10.1% | +8.0% |
| 30D | -19.4% | +9.5% | -29.0% | -22.4% |
| 3M | +23.9% | -6.3% | +30.2% | +26.4% |
| 6M | +130.9% | +2.8% | +128.1% | +125.9% |
| YTD | +111.1% | -26.6% | +137.7% | +133.3% |
| 1Y | +115.5% | -31.3% | +146.8% | +144.2% |
| 3Y | +169.4% | +30.9% | +138.4% | +132.1% |
| 5Y | -30.2% | +49.4% | -79.6% | -44.1% |
| All | +676.4% | +201.8% | +474.6% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling