+151.4%
OKLO vs LCID
-98.4%
+249.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.7% | -11.2% | -7.3% |
| 7D | +6.8% | +24.8% | -18.0% | +3.0% |
| 30D | -27.7% | -0.5% | -27.2% | -27.7% |
| 3M | -43.6% | -43.0% | -0.6% | -38.4% |
| 6M | -65.4% | -40.5% | -24.9% | -63.3% |
| YTD | -65.0% | -64.3% | -0.7% | -60.0% |
| 1Y | -77.5% | -78.1% | +0.6% | -72.5% |
| 3Y | +143.6% | -90.1% | +233.7% | +208.8% |
| 5Y | +154.7% | -99.1% | +253.8% | +225.4% |
| All | +151.4% | -98.4% | +249.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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