+96.4%
OKTA vs LUMN
-63.6%
+160.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -19.0% | -18.2% | -0.8% | -16.7% |
| 30D | -22.6% | -32.5% | +9.9% | -18.7% |
| 3M | +17.5% | -32.4% | +49.9% | +23.3% |
| 6M | +117.8% | -59.3% | +177.2% | +141.7% |
| YTD | +95.1% | -48.6% | +143.7% | +105.2% |
| 1Y | +96.4% | -63.5% | +160.0% | +117.5% |
| All | +96.4% | -63.6% | +160.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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