+313.5%
OKLO vs LH
+43.7%
+269.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | +2.8% | -2.5% | +5.3% | +3.2% |
| 30D | -4.0% | +4.3% | -8.3% | -4.7% |
| 3M | -36.9% | +25.5% | -62.4% | -39.2% |
| 6M | -37.1% | +17.0% | -54.1% | -38.7% |
| YTD | -42.5% | +31.3% | -73.8% | -45.3% |
| 1Y | -40.7% | +20.0% | -60.7% | -42.7% |
| 3Y | +299.1% | +63.9% | +235.3% | +266.4% |
| 5Y | +317.3% | +30.9% | +286.4% | +283.3% |
| All | +313.5% | +43.7% | +269.8% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling