+139.7%
OKLO vs LEN
-4.9%
+144.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | -5.8% | +7.4% | +1.8% |
| 30D | -17.6% | +13.7% | -31.3% | -18.2% |
| 3M | -48.5% | -3.9% | -44.6% | -48.6% |
| 6M | -65.7% | -0.4% | -65.3% | -65.7% |
| YTD | -66.7% | -16.8% | -49.8% | -67.2% |
| 1Y | -76.5% | -29.5% | -47.0% | -77.2% |
| 3Y | +132.5% | -25.6% | +158.0% | +123.7% |
| 5Y | +142.8% | -13.2% | +156.1% | +133.4% |
| All | +139.7% | -4.9% | +144.6% | +130.2% |
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