+457.0%
LRCX vs OKLO
+333.1%
+123.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.8% | +3.5% |
| 7D | +10.4% | +12.4% | -2.0% | +8.7% |
| 30D | +2.9% | -10.6% | +13.5% | +4.3% |
| 3M | -1.2% | -26.5% | +25.3% | +2.5% |
| 6M | +60.9% | -25.6% | +86.5% | +65.5% |
| YTD | +87.5% | -39.6% | +127.2% | +96.5% |
| 1Y | +206.6% | -38.8% | +245.4% | +219.0% |
| 3Y | +392.1% | +318.1% | +74.0% | +321.8% |
| 5Y | +478.4% | +339.7% | +138.7% | +390.4% |
| All | +457.0% | +333.1% | +123.9% | +378.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling