+137.0%
OKE vs LH
+27.0%
+110.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +1.2% | -4.7% | +5.9% | +2.6% |
| 30D | +4.5% | -3.5% | +8.0% | +5.4% |
| 3M | +9.6% | +17.7% | -8.1% | +4.1% |
| 6M | +15.4% | +15.8% | -0.4% | +9.8% |
| YTD | +36.5% | +25.1% | +11.4% | +26.2% |
| 1Y | +39.0% | +12.5% | +26.5% | +32.9% |
| 3Y | +74.3% | +59.8% | +14.5% | +45.1% |
| All | +137.0% | +27.0% | +110.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling