+313.5%
OKLO vs LDOS
+37.6%
+275.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +2.8% | -5.4% | +8.2% | +4.0% |
| 30D | -4.0% | +4.9% | -8.9% | -5.2% |
| 3M | -36.9% | +7.2% | -44.1% | -38.1% |
| 6M | -37.1% | -24.2% | -12.9% | -33.0% |
| YTD | -42.5% | -25.8% | -16.7% | -38.1% |
| 1Y | -40.7% | -24.7% | -16.0% | -36.4% |
| 3Y | +299.1% | +39.3% | +259.8% | +309.3% |
| 5Y | +317.3% | +43.3% | +274.0% | +327.9% |
| All | +313.5% | +37.6% | +275.9% | +324.7% |
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