+612.9%
OKTA vs LDOS
+196.6%
+416.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | +0.7% | -7.1% | +7.8% | +3.4% |
| 30D | +13.0% | -6.1% | +19.1% | +15.8% |
| 3M | +43.4% | +5.6% | +37.8% | +40.0% |
| 6M | +107.6% | -26.9% | +134.5% | +132.1% |
| YTD | +93.8% | -27.9% | +121.7% | +116.7% |
| 1Y | +80.8% | -26.8% | +107.6% | +100.5% |
| 3Y | +91.8% | +39.6% | +52.2% | +62.0% |
| 5Y | -36.4% | +39.4% | -75.7% | -47.5% |
| All | +612.9% | +196.6% | +416.3% | +246.9% |
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