+249.6%
OKLO vs LHX
+54.0%
+195.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.0% | -8.9% |
| 7D | -12.2% | -4.3% | -8.0% | -11.2% |
| 30D | -19.7% | -15.1% | -4.6% | -16.4% |
| 3M | -37.4% | -21.0% | -16.4% | -33.7% |
| 6M | -42.3% | -32.0% | -10.3% | -35.4% |
| YTD | -49.5% | -15.3% | -34.2% | -45.9% |
| 1Y | -54.7% | -11.1% | -43.7% | -51.7% |
| 3Y | +249.6% | +54.0% | +195.6% | +272.1% |
| All | +249.6% | +54.0% | +195.6% | +272.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling