+128.4%
OKLO vs LDOS
+32.3%
+96.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.3% | +25.0% | +23.3% |
| 7D | -6.7% | -7.2% | +0.5% | -4.8% |
| 30D | -36.0% | +16.8% | -52.9% | -39.8% |
| 3M | -44.2% | -1.6% | -42.6% | -44.3% |
| 6M | -70.4% | -1.0% | -69.4% | -70.5% |
| YTD | -67.2% | -25.8% | -41.4% | -62.7% |
| 1Y | -77.9% | -31.1% | -46.9% | -74.3% |
| 3Y | +128.4% | +32.8% | +95.6% | +119.4% |
| All | +128.4% | +32.3% | +96.2% | +119.4% |
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 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