+139.7%
OKLO vs LH
+62.8%
+76.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | -17.6% | +16.7% | -34.4% | -19.7% |
| 3M | -48.5% | +15.1% | -63.6% | -49.7% |
| 6M | -65.7% | +46.3% | -112.0% | -67.8% |
| YTD | -66.7% | +48.8% | -115.4% | -68.9% |
| 1Y | -76.5% | +39.7% | -116.2% | -77.8% |
| 3Y | +132.5% | +87.0% | +45.4% | +109.0% |
| 5Y | +142.8% | +53.0% | +89.8% | +118.2% |
| All | +139.7% | +62.8% | +76.8% | +113.3% |
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 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