+332.6%
OKLO vs LEN
-10.6%
+343.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +7.7% | -3.4% | +11.1% | +7.8% |
| 30D | -4.3% | -5.7% | +1.3% | -4.2% |
| 3M | -24.6% | -12.2% | -12.4% | -24.5% |
| 6M | -31.1% | -18.3% | -12.8% | -31.8% |
| YTD | -40.7% | -20.2% | -20.5% | -41.4% |
| 1Y | -42.4% | -40.1% | -2.4% | -44.6% |
| 3Y | +310.9% | -26.2% | +337.1% | +296.5% |
| 5Y | +332.6% | -9.8% | +342.5% | +318.5% |
| All | +332.6% | -10.6% | +343.2% | +318.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling