+3,712.1%
LITE vs OKE
+366.1%
+3,346.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.4% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -34.9% | -3.1% | -31.8% | -34.1% |
| 3M | -21.0% | -2.6% | -18.4% | -20.4% |
| 6M | -38.5% | +2.8% | -41.2% | -39.2% |
| YTD | +75.8% | +25.9% | +49.9% | +63.1% |
| 1Y | +156.7% | +34.0% | +122.7% | +133.9% |
| 3Y | +1,498.6% | +58.9% | +1,439.7% | +1,323.9% |
| 5Y | +610.9% | +81.8% | +529.1% | +508.2% |
| 10Y | +1,670.7% | +236.1% | +1,434.6% | +1,218.6% |
| All | +3,712.1% | +366.1% | +3,346.1% | +2,489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling