+44.6%
OKE vs LII
-26.0%
+70.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.3% |
| 7D | -5.2% | +7.9% | -13.2% | -4.7% |
| 30D | +1.1% | -0.6% | +1.7% | +1.3% |
| 3M | +2.2% | -19.3% | +21.6% | +0.3% |
| 6M | 0.0% | -29.8% | +29.9% | -2.4% |
| YTD | +26.5% | -25.4% | +51.9% | +23.6% |
| 1Y | +44.6% | -26.2% | +70.8% | +41.7% |
| All | +44.6% | -26.0% | +70.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling