+313.5%
OKLO vs LPLA
+175.4%
+138.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +2.8% | -3.1% | +5.9% | +3.7% |
| 30D | -4.0% | -0.1% | -3.9% | -4.1% |
| 3M | -36.9% | +23.2% | -60.1% | -41.0% |
| 6M | -37.1% | +15.5% | -52.7% | -40.3% |
| YTD | -42.5% | +0.9% | -43.4% | -42.8% |
| 1Y | -40.7% | +0.2% | -40.9% | -40.9% |
| 3Y | +299.1% | +55.2% | +243.9% | +287.1% |
| 5Y | +317.3% | +145.4% | +171.9% | +300.9% |
| All | +313.5% | +175.4% | +138.2% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling