+608.2%
OKTA vs LEN
+83.3%
+525.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.9% |
| 30D | +13.0% | -6.6% | +19.6% | +15.3% |
| 3M | +41.7% | -15.7% | +57.4% | +48.9% |
| 6M | +105.9% | -16.6% | +122.6% | +116.1% |
| YTD | +92.6% | -21.3% | +113.9% | +104.0% |
| 1Y | +81.1% | -42.0% | +123.1% | +112.8% |
| 3Y | +84.8% | -27.9% | +112.7% | +93.4% |
| 5Y | -34.4% | -10.7% | -23.7% | -37.8% |
| All | +608.2% | +83.3% | +525.0% | +422.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling