+617.5%
OKTA vs LDOS
+205.4%
+412.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -19.0% | -7.2% | -11.8% | -17.0% |
| 30D | -22.6% | +16.8% | -39.5% | -27.2% |
| 3M | +17.5% | -1.6% | +19.1% | +17.9% |
| 6M | +117.8% | -1.0% | +118.8% | +116.1% |
| YTD | +95.1% | -25.8% | +120.9% | +114.8% |
| 1Y | +96.4% | -31.1% | +127.5% | +122.4% |
| 3Y | +149.0% | +32.8% | +116.2% | +113.5% |
| 5Y | -33.8% | +49.4% | -83.2% | -47.0% |
| All | +617.5% | +205.4% | +412.1% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling