+262.9%
OKLO vs LMT
+59.0%
+203.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -9.2% |
| 7D | -12.2% | -0.2% | -12.0% | -12.2% |
| 30D | -19.7% | -13.1% | -6.7% | -20.4% |
| 3M | -37.4% | -3.9% | -33.5% | -37.5% |
| 6M | -42.3% | -18.3% | -24.0% | -42.9% |
| YTD | -49.5% | +10.3% | -59.9% | -49.0% |
| 1Y | -54.7% | +14.2% | -68.9% | -54.0% |
| 3Y | +249.6% | +35.0% | +214.6% | +263.5% |
| 5Y | +268.1% | +73.2% | +194.8% | +281.1% |
| All | +262.9% | +59.0% | +203.9% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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