+232.7%
LITE vs OKLO
-81.5%
+314.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.8% | -2.0% | -5.4% |
| 7D | -31.4% | -18.4% | -13.0% | -24.9% |
| 30D | -42.6% | -38.5% | -4.1% | -29.7% |
| 3M | -26.2% | -48.9% | +22.7% | -4.5% |
| 6M | -35.8% | -67.8% | +32.0% | -3.3% |
| YTD | +70.0% | -69.2% | +139.2% | +133.7% |
| 1Y | +232.7% | -80.3% | +313.0% | +509.0% |
| All | +232.7% | -81.5% | +314.2% | +509.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling