+136.0%
OKLO vs LDOS
+37.6%
+98.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.3% | +25.0% | +23.1% |
| 7D | -6.7% | -7.2% | +0.5% | -5.5% |
| 30D | -36.0% | +16.8% | -52.9% | -38.4% |
| 3M | -44.2% | -1.6% | -42.6% | -44.2% |
| 6M | -70.4% | -1.0% | -69.4% | -70.5% |
| YTD | -67.2% | -25.8% | -41.4% | -64.8% |
| 1Y | -77.9% | -31.1% | -46.9% | -76.1% |
| 3Y | +128.4% | +32.8% | +95.6% | +133.4% |
| 5Y | +139.1% | +49.4% | +89.7% | +144.1% |
| All | +136.0% | +37.6% | +98.3% | +141.4% |
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