-80.3%
OKLO vs LII
-26.0%
-54.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -7.5% |
| 7D | -18.4% | +7.9% | -26.3% | -21.6% |
| 30D | -38.5% | -0.6% | -37.9% | -38.7% |
| 3M | -48.9% | -19.3% | -29.6% | -43.2% |
| 6M | -67.8% | -29.8% | -37.9% | -62.4% |
| YTD | -69.2% | -25.4% | -43.8% | -67.0% |
| 1Y | -80.3% | -26.2% | -54.1% | -78.3% |
| All | -80.3% | -26.0% | -54.3% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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