+634.8%
OKTA vs LEN
+85.9%
+548.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +5.9% | -3.4% | +9.3% | +7.1% |
| 30D | +14.6% | -5.7% | +20.2% | +16.5% |
| 3M | +44.0% | -12.2% | +56.2% | +49.3% |
| 6M | +116.7% | -18.3% | +135.0% | +129.0% |
| YTD | +99.8% | -20.2% | +120.0% | +110.7% |
| 1Y | +84.1% | -40.1% | +124.1% | +113.9% |
| 3Y | +97.7% | -26.2% | +123.9% | +105.3% |
| 5Y | -35.2% | -9.8% | -25.3% | -38.7% |
| All | +634.8% | +85.9% | +548.8% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling