+361.6%
LRCX vs OKLO
+249.6%
+112.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.2% | +1.3% |
| 7D | -3.1% | -12.2% | +9.2% | -1.3% |
| 30D | -8.6% | -19.7% | +11.2% | -5.9% |
| 3M | -17.7% | -37.4% | +19.7% | -12.8% |
| 6M | +36.4% | -42.3% | +78.6% | +44.8% |
| YTD | +74.5% | -49.5% | +124.1% | +87.3% |
| 1Y | +159.4% | -54.7% | +214.2% | +179.1% |
| 3Y | +361.6% | +249.6% | +112.0% | +305.4% |
| All | +361.6% | +249.6% | +112.0% | +305.4% |
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 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