+128.4%
OKLO vs LBRT
-38.0%
+166.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +5.4% | +17.3% | +20.6% |
| 7D | -6.7% | -29.1% | +22.4% | +5.9% |
| 30D | -36.0% | -38.4% | +2.3% | -23.9% |
| 3M | -44.2% | -40.1% | -4.1% | -33.5% |
| 6M | -70.4% | -62.9% | -7.5% | -58.6% |
| YTD | -67.2% | -34.5% | -32.7% | -64.3% |
| 1Y | -77.9% | -30.2% | -47.7% | -76.5% |
| 3Y | +128.4% | -37.5% | +165.9% | +152.2% |
| All | +128.4% | -38.0% | +166.4% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling