+299.6%
OKLO vs LHX
+24.3%
+275.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.2% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | -15.2% | -12.7% | -2.4% | -13.4% |
| 3M | -26.2% | -17.6% | -8.5% | -24.2% |
| 6M | -35.0% | -30.7% | -4.3% | -31.0% |
| YTD | -44.4% | -14.3% | -30.1% | -42.3% |
| 1Y | -45.9% | -8.4% | -37.5% | -44.0% |
| 3Y | +284.9% | +56.7% | +228.3% | +294.0% |
| 5Y | +305.3% | +18.5% | +286.8% | +316.8% |
| All | +299.6% | +24.3% | +275.3% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling