+3,344.5%
LITE vs OKE
+361.8%
+2,982.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -13.9% | -5.0% | -8.9% | -12.6% |
| 30D | -46.9% | -1.6% | -45.3% | -46.6% |
| 3M | -28.0% | -2.2% | -25.8% | -27.5% |
| 6M | -35.2% | +5.0% | -40.2% | -36.3% |
| YTD | +58.9% | +24.8% | +34.1% | +47.7% |
| 1Y | +125.3% | +35.1% | +90.3% | +104.7% |
| 3Y | +1,344.4% | +57.5% | +1,287.0% | +1,189.5% |
| 5Y | +541.2% | +81.5% | +459.6% | +448.8% |
| 10Y | +1,587.5% | +225.3% | +1,362.2% | +1,160.0% |
| All | +3,344.5% | +361.8% | +2,982.7% | +2,245.0% |
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 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