+299.6%
OKLO vs LH
+34.9%
+264.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -5.5% |
| 7D | +0.1% | -7.4% | +7.5% | +1.5% |
| 30D | -15.2% | -4.6% | -10.6% | -14.4% |
| 3M | -26.2% | +14.5% | -40.7% | -27.7% |
| 6M | -35.0% | +14.8% | -49.8% | -36.5% |
| YTD | -44.4% | +23.3% | -67.7% | -46.6% |
| 1Y | -45.9% | +13.6% | -59.5% | -47.2% |
| 3Y | +284.9% | +56.3% | +228.6% | +257.3% |
| 5Y | +305.3% | +25.2% | +280.1% | +276.1% |
| All | +299.6% | +34.9% | +264.7% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling