+168.9%
OKLO vs LDOS
+40.8%
+128.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.3% | +11.6% | +13.5% |
| 7D | +14.1% | -5.8% | +19.9% | +15.3% |
| 30D | -22.7% | +11.6% | -34.2% | -24.6% |
| 3M | -44.6% | -1.0% | -43.6% | -44.6% |
| 6M | -63.0% | +5.1% | -68.0% | -63.6% |
| YTD | -62.6% | -24.0% | -38.6% | -60.1% |
| 1Y | -76.2% | -30.3% | -45.9% | -74.2% |
| 3Y | +160.8% | +37.0% | +123.9% | +165.5% |
| 5Y | +172.5% | +53.4% | +119.1% | +177.1% |
| All | +168.9% | +40.8% | +128.1% | +174.1% |
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 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