+1,014.7%
LITE vs OKE
+140.8%
+874.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.8% |
| 30D | +21.6% | +6.1% | +15.5% | +18.4% |
| 3M | +20.3% | +10.4% | +9.9% | +13.6% |
| 6M | +54.4% | +14.2% | +40.2% | +42.4% |
| YTD | +168.3% | +35.3% | +133.0% | +123.6% |
| 1Y | +551.8% | +40.6% | +511.2% | +430.1% |
| 3Y | +1,891.5% | +72.2% | +1,819.3% | +1,465.1% |
| 5Y | +1,014.7% | +139.6% | +875.1% | +660.0% |
| All | +1,014.7% | +140.8% | +874.0% | +660.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling