+92.4%
OKLO vs LDOS
+40.9%
+51.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +0.1% | -13.3% | -13.2% |
| 7D | -28.4% | -3.7% | -24.7% | -27.9% |
| 30D | -50.2% | +16.4% | -66.6% | -51.9% |
| 3M | -55.3% | +7.4% | -62.7% | -56.2% |
| 6M | -71.9% | -0.3% | -71.6% | -72.0% |
| YTD | -73.2% | -24.0% | -49.2% | -71.4% |
| 1Y | -84.2% | -29.6% | -54.6% | -82.9% |
| 3Y | +86.4% | +35.1% | +51.3% | +89.9% |
| 5Y | +94.9% | +52.9% | +42.0% | +98.3% |
| All | +92.4% | +40.9% | +51.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling