+17,561.1%
LLY vs OKE
+15,895.1%
+1,666.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -1.6% | +9.4% | -11.0% | -3.3% |
| 3M | +2.3% | +8.6% | -6.3% | +0.5% |
| 6M | +14.9% | +15.3% | -0.4% | +11.3% |
| YTD | +7.5% | +34.8% | -27.3% | +0.9% |
| 1Y | +55.7% | +35.3% | +20.4% | +45.8% |
| 3Y | +110.6% | +69.5% | +41.1% | +87.2% |
| 5Y | +363.4% | +135.2% | +228.2% | +280.9% |
| 10Y | +1,649.0% | +261.7% | +1,387.3% | +1,094.6% |
| All | +17,561.1% | +15,895.1% | +1,666.1% | +4,646.7% |
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