+1,344.4%
LITE vs OKLO
+143.6%
+1,200.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.4% |
| 7D | -13.9% | +6.8% | -20.7% | -15.0% |
| 30D | -46.9% | -27.7% | -19.2% | -43.2% |
| 3M | -28.0% | -43.6% | +15.6% | -19.8% |
| 6M | -35.2% | -65.4% | +30.2% | -21.2% |
| YTD | +58.9% | -65.0% | +123.9% | +87.4% |
| 1Y | +125.3% | -77.5% | +202.8% | +185.5% |
| 3Y | +1,344.4% | +143.6% | +1,200.8% | +1,009.8% |
| All | +1,344.4% | +143.6% | +1,200.8% | +1,009.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling