+141.4%
OKLO vs LDOS
+48.3%
+93.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | -17.6% | +8.2% | -25.9% | -19.3% |
| 3M | -48.5% | -8.2% | -40.3% | -47.7% |
| 6M | -65.7% | +5.8% | -71.5% | -66.4% |
| YTD | -66.7% | -27.0% | -39.7% | -64.0% |
| 1Y | -76.5% | -31.0% | -45.5% | -74.3% |
| 3Y | +132.5% | +29.3% | +103.2% | +138.7% |
| All | +141.4% | +48.3% | +93.1% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling