+90.0%
OKTA vs LEN
-28.8%
+118.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | +0.4% | -7.8% | +8.2% | +2.1% |
| 30D | +13.8% | -11.0% | +24.8% | +16.4% |
| 3M | +48.9% | -12.8% | +61.7% | +52.4% |
| 6M | +114.9% | -20.2% | +135.1% | +123.9% |
| YTD | +97.9% | -23.0% | +120.9% | +105.8% |
| 1Y | +89.7% | -41.8% | +131.5% | +113.2% |
| All | +90.0% | -28.8% | +118.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling