+971.7%
LITE vs OKLO
+312.7%
+659.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.3% |
| 7D | -1.5% | +2.8% | -4.4% | -2.0% |
| 30D | +6.7% | -4.0% | +10.7% | +7.1% |
| 3M | -6.8% | -36.9% | +30.1% | +1.1% |
| 6M | +29.4% | -37.1% | +66.6% | +39.1% |
| YTD | +139.1% | -42.5% | +181.6% | +155.9% |
| 1Y | +521.0% | -40.7% | +561.7% | +556.0% |
| 3Y | +1,535.3% | +299.1% | +1,236.2% | +1,143.3% |
| 5Y | +889.8% | +317.3% | +572.6% | +658.1% |
| All | +971.7% | +312.7% | +659.0% | +717.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling