+258.5%
OKE vs LII
+165.8%
+92.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +1.2% | -6.3% | +7.5% | +3.6% |
| 30D | +4.5% | -13.0% | +17.5% | +9.8% |
| 3M | +9.6% | -29.0% | +38.6% | +21.6% |
| 6M | +15.4% | -27.7% | +43.0% | +24.9% |
| YTD | +36.5% | -24.2% | +60.7% | +43.7% |
| 1Y | +39.0% | -34.8% | +73.8% | +55.4% |
| 3Y | +74.3% | -4.2% | +78.5% | +52.7% |
| 5Y | +141.2% | +20.9% | +120.3% | +80.1% |
| All | +258.5% | +165.8% | +92.7% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling