+334.0%
OKLO vs LII
+17.1%
+316.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +12.4% | +2.1% | +10.3% | +11.6% |
| 30D | -10.6% | -12.4% | +1.9% | -6.5% |
| 3M | -26.5% | -24.8% | -1.7% | -20.0% |
| 6M | -25.6% | -25.2% | -0.5% | -18.8% |
| YTD | -39.6% | -20.3% | -19.4% | -35.5% |
| 1Y | -38.8% | -32.9% | -5.8% | -31.4% |
| 3Y | +318.1% | +2.0% | +316.0% | +359.0% |
| 5Y | +339.7% | +24.4% | +315.2% | +384.8% |
| All | +334.0% | +17.1% | +316.9% | +379.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling