+168.9%
OKLO vs LII
+6.6%
+162.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.2% | +11.8% | +13.2% |
| 7D | +14.1% | -1.2% | +15.3% | +14.5% |
| 30D | -22.7% | -2.0% | -20.7% | -22.4% |
| 3M | -44.6% | -20.2% | -24.3% | -40.4% |
| 6M | -63.0% | -32.5% | -30.4% | -58.3% |
| YTD | -62.6% | -27.4% | -35.2% | -58.9% |
| 1Y | -76.2% | -28.2% | -48.0% | -73.7% |
| 3Y | +160.8% | -7.2% | +168.1% | +194.5% |
| 5Y | +172.5% | +19.9% | +152.6% | +208.3% |
| All | +168.9% | +6.6% | +162.3% | +205.4% |
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