+551.8%
LITE vs OKE
+40.5%
+511.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +21.6% | +6.1% | +15.5% | +21.7% |
| 3M | +20.3% | +10.4% | +9.9% | +20.4% |
| 6M | +54.4% | +14.2% | +40.2% | +52.9% |
| YTD | +168.3% | +35.3% | +133.0% | +161.7% |
| 1Y | +551.8% | +40.6% | +511.2% | +475.5% |
| All | +551.8% | +40.5% | +511.3% | +475.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling