+625.6%
LITE vs OKLO
+139.2%
+486.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.0% |
| 7D | +10.8% | +1.6% | +9.2% | +10.5% |
| 30D | -33.4% | -17.6% | -15.8% | -30.5% |
| 3M | -32.2% | -48.5% | +16.3% | -22.8% |
| 6M | -42.1% | -65.7% | +23.6% | -29.2% |
| YTD | +61.9% | -66.7% | +128.5% | +93.3% |
| 1Y | +163.0% | -76.5% | +239.5% | +232.8% |
| 3Y | +1,358.0% | +132.5% | +1,225.6% | +1,135.8% |
| 5Y | +549.9% | +142.8% | +407.1% | +457.9% |
| All | +625.6% | +139.2% | +486.4% | +517.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling