+110.3%
OKE vs LTH
+156.3%
-46.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.5% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | +12.8% | -3.1% | +15.9% | +13.3% |
| 3M | +11.9% | +28.1% | -16.2% | +7.1% |
| 6M | +14.9% | +67.4% | -52.5% | +4.0% |
| YTD | +37.7% | +59.8% | -22.1% | +25.4% |
| 1Y | +44.1% | +45.6% | -1.5% | +33.3% |
| 3Y | +75.3% | +162.0% | -86.7% | +43.7% |
| All | +110.3% | +156.3% | -46.0% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling