+151.4%
OKLO vs LBRT
+5.3%
+146.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.7% |
| 7D | +6.8% | -15.7% | +22.5% | +11.1% |
| 30D | -27.7% | -34.3% | +6.6% | -21.0% |
| 3M | -43.6% | -40.6% | -3.0% | -37.3% |
| 6M | -65.4% | -62.0% | -3.4% | -58.4% |
| YTD | -65.0% | -31.6% | -33.4% | -62.9% |
| 1Y | -77.5% | -25.8% | -51.7% | -76.4% |
| 3Y | +143.6% | -30.4% | +174.0% | +150.2% |
| 5Y | +154.7% | +18.7% | +136.1% | +159.8% |
| All | +151.4% | +5.3% | +146.1% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling