+72.7%
OKE vs LTH
+153.7%
-81.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.5% |
| 30D | +4.6% | -5.3% | +9.9% | +5.4% |
| 3M | +6.9% | +24.2% | -17.2% | +3.4% |
| 6M | +15.8% | +54.8% | -39.1% | +7.1% |
| YTD | +35.2% | +56.1% | -20.9% | +24.5% |
| 1Y | +37.6% | +45.5% | -8.0% | +28.2% |
| All | +72.7% | +153.7% | -81.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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