-40.7%
OKLO vs LSCC
+72.9%
-113.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.1% |
| 7D | +2.8% | +1.3% | +1.5% | +1.9% |
| 30D | -4.0% | -9.7% | +5.7% | +3.0% |
| 3M | -36.9% | -23.7% | -13.2% | -24.5% |
| 6M | -37.1% | +26.5% | -63.6% | -47.3% |
| YTD | -42.5% | +57.5% | -100.0% | -63.2% |
| 1Y | -40.7% | +75.7% | -116.4% | -65.1% |
| All | -40.7% | +72.9% | -113.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling