+542.4%
LITE vs OKE
+81.8%
+460.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.5% |
| 7D | -13.9% | -5.0% | -8.9% | -11.5% |
| 30D | -46.9% | -1.6% | -45.3% | -46.3% |
| 3M | -28.0% | -2.2% | -25.8% | -27.2% |
| 6M | -35.2% | +5.0% | -40.2% | -37.4% |
| YTD | +58.9% | +24.8% | +34.1% | +37.1% |
| 1Y | +125.3% | +35.1% | +90.3% | +85.2% |
| 3Y | +1,344.4% | +57.5% | +1,287.0% | +1,078.3% |
| All | +542.4% | +81.8% | +460.5% | +382.2% |
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