+1,103.8%
LITE vs OKLO
+86.0%
+1,017.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.2% | -5.5% | -16.0% |
| 7D | -44.6% | -28.4% | -16.2% | -40.3% |
| 30D | -55.0% | -50.2% | -4.8% | -48.0% |
| 3M | -38.3% | -55.3% | +17.0% | -27.6% |
| 6M | -48.8% | -71.9% | +23.2% | -34.8% |
| YTD | +38.3% | -73.2% | +111.5% | +72.9% |
| 1Y | +119.0% | -84.2% | +203.2% | +197.2% |
| All | +1,103.8% | +86.0% | +1,017.8% | +875.6% |
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