+95.7%
OKTA vs LDOS
+39.7%
+56.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.6% | -5.4% | +8.0% | +4.5% |
| 30D | +16.0% | +4.9% | +11.1% | +14.5% |
| 3M | +38.2% | +7.2% | +31.0% | +35.1% |
| 6M | +137.8% | -24.2% | +162.1% | +163.9% |
| YTD | +97.3% | -25.8% | +123.1% | +119.3% |
| 1Y | +90.1% | -24.7% | +114.8% | +109.4% |
| All | +95.7% | +39.7% | +56.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling