+519.8%
LITE vs OKLO
+92.0%
+427.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.2% | -5.5% | -15.9% |
| 7D | -44.6% | -28.4% | -16.2% | -40.2% |
| 30D | -55.0% | -50.2% | -4.8% | -47.9% |
| 3M | -38.3% | -55.3% | +17.0% | -27.5% |
| 6M | -48.8% | -71.9% | +23.2% | -34.6% |
| YTD | +38.3% | -73.2% | +111.5% | +73.2% |
| 1Y | +119.0% | -84.2% | +203.2% | +198.0% |
| 3Y | +1,092.0% | +86.4% | +1,005.6% | +959.9% |
| 5Y | +446.1% | +94.9% | +351.1% | +391.7% |
| All | +519.8% | +92.0% | +427.8% | +453.4% |
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