+141.4%
OKLO vs LII
+17.0%
+124.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +1.6% | +2.9% | -1.4% | +0.7% |
| 30D | -17.6% | +0.9% | -18.5% | -18.2% |
| 3M | -48.5% | -15.5% | -33.0% | -45.7% |
| 6M | -65.7% | -30.2% | -35.5% | -61.6% |
| YTD | -66.7% | -26.8% | -39.8% | -63.3% |
| 1Y | -76.5% | -25.3% | -51.2% | -74.2% |
| 3Y | +132.5% | -7.8% | +140.2% | +162.9% |
| All | +141.4% | +17.0% | +124.4% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling