+22.2%
LQD vs OKE
+266.1%
-243.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | -1.3% | +4.5% | -5.8% | -1.5% |
| 3M | -3.2% | +9.6% | -12.8% | -3.6% |
| 6M | -2.1% | +15.4% | -17.5% | -2.8% |
| YTD | -2.4% | +36.5% | -38.8% | -3.7% |
| 1Y | -2.7% | +39.0% | -41.6% | -4.2% |
| 3Y | +14.2% | +74.3% | -60.1% | +11.0% |
| 5Y | -5.8% | +141.2% | -147.0% | -9.9% |
| All | +22.2% | +266.1% | -243.9% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling