+299.5%
OKLO vs LDOS
+39.7%
+259.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +2.8% | -5.4% | +8.2% | +4.7% |
| 30D | -4.0% | +4.9% | -8.9% | -5.9% |
| 3M | -36.9% | +7.2% | -44.1% | -38.7% |
| 6M | -37.1% | -24.2% | -12.9% | -29.7% |
| YTD | -42.5% | -25.8% | -16.7% | -34.8% |
| 1Y | -40.7% | -24.7% | -16.0% | -33.1% |
| All | +299.5% | +39.7% | +259.8% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling