+334.0%
OKLO vs LMT
+62.7%
+271.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.9% | +5.1% |
| 7D | +12.4% | -1.5% | +13.9% | +12.3% |
| 30D | -10.6% | -8.2% | -2.3% | -11.0% |
| 3M | -26.5% | +3.7% | -30.2% | -26.4% |
| 6M | -25.6% | -19.2% | -6.5% | -26.4% |
| YTD | -39.6% | +12.9% | -52.5% | -39.0% |
| 1Y | -38.8% | +19.8% | -58.6% | -37.5% |
| 3Y | +318.1% | +37.3% | +280.8% | +335.3% |
| 5Y | +339.7% | +74.4% | +265.3% | +356.2% |
| All | +334.0% | +62.7% | +271.3% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling