+108.0%
OKTA vs LDOS
-29.6%
+137.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -6.0% | +1.9% | -7.8% | -6.4% |
| 30D | -23.2% | +12.8% | -36.0% | -26.2% |
| 3M | +18.3% | -1.0% | +19.3% | +18.3% |
| 6M | +112.6% | +6.2% | +106.4% | +108.9% |
| YTD | +106.3% | -23.2% | +129.5% | +124.9% |
| 1Y | +108.0% | -29.5% | +137.5% | +137.6% |
| All | +108.0% | -29.6% | +137.7% | +137.6% |
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