+5,083.9%
LITE vs OKE
+398.9%
+4,685.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +6.7% | +9.4% | -2.7% | +4.0% |
| 3M | -6.8% | +8.6% | -15.3% | -9.3% |
| 6M | +29.4% | +15.3% | +14.1% | +23.4% |
| YTD | +139.1% | +34.8% | +104.3% | +117.6% |
| 1Y | +521.0% | +35.3% | +485.7% | +464.1% |
| 3Y | +1,535.3% | +69.5% | +1,465.8% | +1,329.2% |
| 5Y | +889.8% | +135.2% | +754.7% | +697.0% |
| 10Y | +2,400.7% | +261.7% | +2,139.0% | +1,727.2% |
| All | +5,083.9% | +398.9% | +4,685.0% | +3,354.3% |
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