+299.6%
OKLO vs LEN
-12.0%
+311.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -6.2% |
| 7D | +0.1% | -7.8% | +7.9% | +0.3% |
| 30D | -15.2% | -11.0% | -4.1% | -14.9% |
| 3M | -26.2% | -12.8% | -13.4% | -25.9% |
| 6M | -35.0% | -20.2% | -14.8% | -35.5% |
| YTD | -44.4% | -23.0% | -21.4% | -45.0% |
| 1Y | -45.9% | -41.8% | -4.1% | -47.8% |
| 3Y | +284.9% | -28.8% | +313.7% | +272.2% |
| 5Y | +305.3% | -12.6% | +317.9% | +291.4% |
| All | +299.6% | -12.0% | +311.6% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling