+2,196.3%
OKE vs LYV
+1,446.8%
+749.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -1.9% | +3.2% | +1.8% |
| 30D | +4.5% | -8.2% | +12.7% | +7.0% |
| 3M | +9.6% | -1.3% | +10.9% | +9.6% |
| 6M | +15.4% | +2.6% | +12.8% | +13.2% |
| YTD | +36.5% | +19.4% | +17.1% | +27.5% |
| 1Y | +39.0% | -2.2% | +41.2% | +37.1% |
| 3Y | +74.3% | +106.0% | -31.7% | +35.0% |
| 5Y | +141.2% | +97.7% | +43.5% | +81.2% |
| 10Y | +262.1% | +560.5% | -298.4% | +96.9% |
| All | +2,196.3% | +1,446.8% | +749.5% | +852.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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