+159.1%
OKLO vs LDOS
+38.9%
+120.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.5% |
| 7D | +16.9% | -1.3% | +18.2% | +17.1% |
| 30D | -19.7% | +10.1% | -29.8% | -21.6% |
| 3M | -45.0% | -4.7% | -40.3% | -44.6% |
| 6M | -66.9% | +5.6% | -72.5% | -67.5% |
| YTD | -64.0% | -25.1% | -38.9% | -61.5% |
| 1Y | -75.2% | -31.7% | -43.5% | -73.1% |
| 3Y | +151.1% | +33.7% | +117.4% | +156.2% |
| 5Y | +162.8% | +54.4% | +108.4% | +167.8% |
| All | +159.1% | +38.9% | +120.2% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling