+139.7%
OKLO vs LCID
-98.8%
+238.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.2% | +7.0% | -0.6% |
| 7D | +1.6% | -10.2% | +11.8% | +3.4% |
| 30D | -17.6% | -10.2% | -7.4% | -16.2% |
| 3M | -48.5% | -54.1% | +5.6% | -41.6% |
| 6M | -65.7% | -53.8% | -11.9% | -61.9% |
| YTD | -66.7% | -72.0% | +5.4% | -60.2% |
| 1Y | -76.5% | -80.5% | +4.1% | -70.5% |
| 3Y | +132.5% | -92.6% | +225.0% | +207.1% |
| 5Y | +142.8% | -99.3% | +242.2% | +223.4% |
| All | +139.7% | -98.8% | +238.4% | +219.7% |
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