+151.4%
OKLO vs LSCC
+113.3%
+38.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.7% |
| 7D | +6.8% | +5.0% | +1.8% | +5.8% |
| 30D | -27.7% | -11.7% | -16.0% | -24.6% |
| 3M | -43.6% | -13.3% | -30.3% | -41.2% |
| 6M | -65.4% | -12.5% | -52.9% | -63.8% |
| YTD | -65.0% | +51.2% | -116.2% | -68.5% |
| 1Y | -77.5% | +65.9% | -143.4% | -80.1% |
| 3Y | +143.6% | +95.3% | +48.2% | +107.3% |
| 5Y | +154.7% | +38.6% | +116.1% | +117.3% |
| All | +151.4% | +113.3% | +38.1% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling