+107.1%
OKTA vs LDOS
-30.4%
+137.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +2.9% | +4.6% |
| 7D | -3.9% | -5.8% | +1.9% | -2.5% |
| 30D | -23.5% | +11.6% | -35.1% | -26.3% |
| 3M | +19.7% | -1.0% | +20.7% | +19.8% |
| 6M | +111.6% | +5.1% | +106.6% | +108.6% |
| YTD | +105.4% | -24.0% | +129.4% | +124.6% |
| All | +107.1% | -30.4% | +137.5% | +137.3% |
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