+313.5%
OKLO vs LII
+18.7%
+294.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.0% | -12.6% | +8.6% | +0.5% |
| 3M | -36.9% | -24.4% | -12.4% | -31.4% |
| 6M | -37.1% | -28.7% | -8.4% | -30.4% |
| YTD | -42.5% | -19.1% | -23.3% | -38.8% |
| 1Y | -40.7% | -29.7% | -11.0% | -34.4% |
| 3Y | +299.1% | +4.8% | +294.4% | +336.3% |
| 5Y | +317.3% | +24.6% | +292.7% | +358.4% |
| All | +313.5% | +18.7% | +294.8% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling