+299.6%
OKLO vs LPLA
+166.1%
+133.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.1% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | -15.2% | -6.4% | -8.8% | -13.7% |
| 3M | -26.2% | +20.2% | -46.4% | -30.6% |
| 6M | -35.0% | +12.8% | -47.9% | -37.9% |
| YTD | -44.4% | -2.5% | -41.9% | -44.2% |
| 1Y | -45.9% | +1.9% | -47.9% | -46.3% |
| 3Y | +284.9% | +45.0% | +240.0% | +276.8% |
| 5Y | +305.3% | +146.6% | +158.7% | +292.0% |
| All | +299.6% | +166.1% | +133.5% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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