+156.7%
LITE vs OKLO
-76.1%
+232.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.4% |
| 7D | +3.4% | +16.9% | -13.5% | -3.2% |
| 30D | -34.9% | -19.7% | -15.2% | -28.8% |
| 3M | -21.0% | -45.0% | +24.0% | -1.7% |
| 6M | -38.5% | -66.9% | +28.4% | -11.2% |
| YTD | +75.8% | -64.0% | +139.8% | +122.9% |
| 1Y | +156.7% | -75.2% | +231.9% | +310.9% |
| All | +156.7% | -76.1% | +232.8% | +310.9% |
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