+17,170.0%
LLY vs OKE
+16,243.7%
+926.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -5.1% | +12.8% | -17.9% | -7.3% |
| 3M | -2.1% | +11.9% | -14.0% | -4.3% |
| 6M | +13.8% | +14.9% | -1.0% | +10.4% |
| YTD | +5.1% | +37.7% | -32.6% | -1.8% |
| 1Y | +53.1% | +44.1% | +9.1% | +41.7% |
| 3Y | +95.6% | +75.3% | +20.4% | +72.8% |
| 5Y | +361.5% | +144.0% | +217.5% | +276.6% |
| 10Y | +1,545.2% | +249.7% | +1,295.4% | +1,033.2% |
| All | +17,170.0% | +16,243.7% | +926.3% | +4,522.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling