+1,331.0%
LITE vs OKE
+57.9%
+1,273.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.6% |
| 7D | -13.9% | -5.0% | -8.9% | -11.3% |
| 30D | -46.9% | -1.6% | -45.3% | -46.2% |
| 3M | -28.0% | -2.2% | -25.8% | -27.0% |
| 6M | -35.2% | +5.0% | -40.2% | -37.8% |
| YTD | +58.9% | +24.8% | +34.1% | +31.0% |
| 1Y | +125.3% | +35.1% | +90.3% | +73.3% |
| All | +1,331.0% | +57.9% | +1,273.1% | +1,033.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling