+137.6%
OKLO vs LII
-9.2%
+146.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | +27.3% | -0.2% | +27.5% | +27.4% |
| 30D | -23.1% | -0.6% | -22.5% | -23.4% |
| 3M | -45.8% | -17.0% | -28.8% | -40.4% |
| 6M | -66.8% | -31.1% | -35.7% | -60.2% |
| YTD | -65.9% | -27.7% | -38.3% | -60.8% |
| 1Y | -78.0% | -26.2% | -51.8% | -74.9% |
| All | +137.6% | -9.2% | +146.8% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling