+61.0%
OKE vs LII
-8.2%
+69.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.4% | +2.9% | +2.4% | +5.0% |
| 30D | -1.3% | +0.9% | -2.2% | -1.5% |
| 3M | -2.0% | -15.5% | +13.5% | -0.4% |
| 6M | +3.4% | -30.2% | +33.6% | +6.4% |
| YTD | +28.2% | -26.8% | +55.0% | +29.5% |
| 1Y | +35.7% | -25.3% | +60.9% | +36.2% |
| 3Y | +61.0% | -7.8% | +68.8% | +50.4% |
| All | +61.0% | -8.2% | +69.2% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling