+608.2%
OKTA vs LUMN
-52.3%
+660.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | +13.0% | +10.3% | +2.7% | +11.9% |
| 3M | +41.7% | -18.3% | +60.0% | +43.8% |
| 6M | +105.9% | +4.4% | +101.6% | +103.2% |
| YTD | +92.6% | -10.7% | +103.2% | +91.4% |
| 1Y | +81.1% | +14.0% | +67.1% | +74.7% |
| 3Y | +84.8% | +406.6% | -321.7% | +41.4% |
| 5Y | -34.4% | -36.8% | +2.4% | -37.4% |
| All | +608.2% | -52.3% | +660.5% | +556.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling