+139.6%
OKE vs LII
+21.2%
+118.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +6.1% | -11.2% | +17.3% | +8.4% |
| 3M | +10.4% | -28.8% | +39.2% | +16.6% |
| 6M | +14.2% | -26.9% | +41.1% | +19.0% |
| YTD | +35.3% | -22.2% | +57.5% | +38.0% |
| 1Y | +40.6% | -32.0% | +72.6% | +48.4% |
| 3Y | +72.2% | -0.4% | +72.7% | +57.7% |
| 5Y | +139.6% | +22.4% | +117.2% | +98.4% |
| All | +139.6% | +21.2% | +118.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling