+334.0%
OKLO vs LNT
+43.8%
+290.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.9% |
| 7D | +12.4% | +1.0% | +11.4% | +12.4% |
| 30D | -10.6% | -1.1% | -9.5% | -10.5% |
| 3M | -26.5% | -3.6% | -22.9% | -26.6% |
| 6M | -25.6% | -2.7% | -23.0% | -25.8% |
| YTD | -39.6% | +8.0% | -47.7% | -40.1% |
| 1Y | -38.8% | +10.5% | -49.2% | -39.3% |
| 3Y | +318.1% | +49.6% | +268.5% | +310.3% |
| 5Y | +339.7% | +32.2% | +307.5% | +331.1% |
| All | +334.0% | +43.8% | +290.2% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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