+145.0%
OKLO vs LDOS
+36.0%
+109.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.1% |
| 7D | +27.3% | -3.5% | +30.8% | +28.1% |
| 30D | -23.1% | +9.5% | -32.6% | -24.8% |
| 3M | -45.8% | -6.3% | -39.5% | -45.3% |
| 6M | -66.8% | +2.8% | -69.6% | -67.2% |
| YTD | -65.9% | -26.6% | -39.3% | -63.4% |
| 1Y | -78.0% | -31.3% | -46.7% | -76.1% |
| 3Y | +137.4% | +30.9% | +106.4% | +143.2% |
| 5Y | +148.2% | +49.4% | +98.8% | +154.0% |
| All | +145.0% | +36.0% | +109.0% | +151.2% |
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