+2,614.7%
LITE vs OKE
+248.9%
+2,365.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +21.6% | +6.1% | +15.5% | +19.3% |
| 3M | +20.3% | +10.4% | +9.9% | +15.7% |
| 6M | +54.4% | +14.2% | +40.2% | +46.4% |
| YTD | +168.3% | +35.3% | +133.0% | +138.7% |
| 1Y | +551.8% | +40.6% | +511.2% | +472.1% |
| 3Y | +1,891.5% | +72.2% | +1,819.3% | +1,575.1% |
| 5Y | +1,014.7% | +139.6% | +875.1% | +742.4% |
| 10Y | +2,614.7% | +259.1% | +2,355.6% | +1,674.3% |
| All | +2,614.7% | +248.9% | +2,365.8% | +1,674.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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