+262.9%
OKLO vs LNG
+238.9%
+24.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -12.2% | -4.7% | -7.6% | -12.0% |
| 30D | -19.7% | +3.8% | -23.6% | -20.0% |
| 3M | -37.4% | +16.2% | -53.6% | -38.6% |
| 6M | -42.3% | +11.7% | -54.0% | -43.6% |
| YTD | -49.5% | +44.2% | -93.7% | -52.9% |
| 1Y | -54.7% | +18.6% | -73.3% | -56.4% |
| 3Y | +249.6% | +77.4% | +172.2% | +234.2% |
| 5Y | +268.1% | +232.3% | +35.8% | +246.2% |
| All | +262.9% | +238.9% | +24.0% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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