+132.5%
OKLO vs LPLA
+29.4%
+103.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | -17.6% | -9.5% | -8.1% | -14.4% |
| 3M | -48.5% | -21.9% | -26.6% | -42.6% |
| 6M | -65.7% | -2.6% | -63.0% | -66.7% |
| YTD | -66.7% | -17.8% | -48.9% | -63.9% |
| 1Y | -76.5% | -21.2% | -55.3% | -73.8% |
| 3Y | +132.5% | +30.6% | +101.8% | +137.1% |
| All | +132.5% | +29.4% | +103.1% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling