+625.0%
LITE vs OKLO
+168.4%
+456.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +14.0% | -3.3% | +7.8% |
| 7D | -12.9% | +14.1% | -27.0% | -15.2% |
| 30D | -46.0% | -22.7% | -23.3% | -42.9% |
| 3M | -33.0% | -44.6% | +11.5% | -25.1% |
| 6M | -34.0% | -63.0% | +28.9% | -20.7% |
| YTD | +61.7% | -62.6% | +124.3% | +88.4% |
| 1Y | +148.3% | -76.2% | +224.5% | +211.5% |
| 3Y | +1,408.5% | +160.8% | +1,247.7% | +1,147.5% |
| 5Y | +546.2% | +172.5% | +373.7% | +441.2% |
| All | +625.0% | +168.4% | +456.6% | +502.0% |
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 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