-40.7%
OKLO vs LHX
-4.7%
-36.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.6% |
| 7D | +2.8% | -2.4% | +5.2% | +4.0% |
| 30D | -4.0% | -10.4% | +6.4% | +0.7% |
| 3M | -36.9% | -16.9% | -20.0% | -31.3% |
| 6M | -37.1% | -29.9% | -7.2% | -19.0% |
| YTD | -42.5% | -12.0% | -30.5% | -38.7% |
| 1Y | -40.7% | -4.5% | -36.2% | -27.8% |
| All | -40.7% | -4.7% | -36.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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