-80.3%
OKLO vs LDOS
-27.6%
-52.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.0% |
| 7D | -18.4% | -2.8% | -15.6% | -17.9% |
| 30D | -38.5% | +13.6% | -52.1% | -41.4% |
| 3M | -48.9% | +4.2% | -53.2% | -50.0% |
| 6M | -67.8% | -8.2% | -59.6% | -64.7% |
| YTD | -69.2% | -24.1% | -45.1% | -61.8% |
| 1Y | -80.3% | -31.2% | -49.1% | -74.1% |
| All | -80.3% | -27.6% | -52.7% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling