+310.9%
OKLO vs LH
+63.5%
+247.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | +7.7% | -3.2% | +10.9% | +8.8% |
| 30D | -4.3% | +0.1% | -4.5% | -4.4% |
| 3M | -24.6% | +18.6% | -43.3% | -28.4% |
| 6M | -31.1% | +17.9% | -49.0% | -34.5% |
| YTD | -40.7% | +28.9% | -69.6% | -45.9% |
| 1Y | -42.4% | +16.6% | -59.1% | -45.4% |
| All | +310.9% | +63.5% | +247.4% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling