-80.3%
OKLO vs LH
+44.2%
-124.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.8% | -5.8% |
| 7D | -18.4% | +2.1% | -20.5% | -18.3% |
| 30D | -38.5% | +19.2% | -57.7% | -38.2% |
| 3M | -48.9% | +18.0% | -67.0% | -48.6% |
| 6M | -67.8% | +46.1% | -113.8% | -66.1% |
| YTD | -69.2% | +47.7% | -116.9% | -67.1% |
| 1Y | -80.3% | +47.2% | -127.5% | -79.3% |
| All | -80.3% | +44.2% | -124.5% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling