+90.1%
OKTA vs LEN
-37.1%
+127.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +2.8% |
| 30D | +16.0% | -4.9% | +20.9% | +16.3% |
| 3M | +38.2% | -8.5% | +46.7% | +38.6% |
| 6M | +137.8% | -20.7% | +158.5% | +138.4% |
| YTD | +97.3% | -17.4% | +114.7% | +95.7% |
| 1Y | +90.1% | -38.2% | +128.4% | +101.4% |
| All | +90.1% | -37.1% | +127.2% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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