+258.5%
OKE vs LVS
0.0%
+258.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.6% |
| 30D | +4.5% | -6.2% | +10.7% | +6.8% |
| 3M | +9.6% | -14.8% | +24.4% | +15.9% |
| 6M | +15.4% | -20.9% | +36.2% | +24.2% |
| YTD | +36.5% | -33.0% | +69.5% | +55.5% |
| 1Y | +39.0% | -20.0% | +59.0% | +45.7% |
| 3Y | +74.3% | -6.9% | +81.2% | +63.9% |
| 5Y | +141.2% | +9.1% | +132.1% | +89.2% |
| All | +258.5% | 0.0% | +258.5% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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