+299.5%
OKLO vs LBRT
+26.0%
+273.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.1% |
| 7D | +2.8% | +8.7% | -5.9% | -0.2% |
| 30D | -4.0% | +6.6% | -10.6% | -6.7% |
| 3M | -36.9% | -34.5% | -2.4% | -28.1% |
| 6M | -37.1% | -24.5% | -12.6% | -33.0% |
| YTD | -42.5% | +12.7% | -55.2% | -48.2% |
| 1Y | -40.7% | +94.8% | -135.6% | -57.0% |
| All | +299.5% | +26.0% | +273.5% | +261.7% |
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