+634.8%
OKTA vs LNT
+128.5%
+506.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +14.6% | -0.5% | +15.1% | +14.6% |
| 3M | +44.0% | -5.5% | +49.5% | +44.6% |
| 6M | +116.7% | -3.8% | +120.5% | +116.8% |
| YTD | +99.8% | +6.8% | +92.9% | +96.5% |
| 1Y | +84.1% | +9.3% | +74.7% | +80.2% |
| 3Y | +97.7% | +47.9% | +49.8% | +82.7% |
| 5Y | -35.2% | +31.6% | -66.8% | -39.7% |
| All | +634.8% | +128.5% | +506.3% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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