-38.8%
OKLO vs LSCC
+75.5%
-114.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +3.9% |
| 7D | +12.4% | +5.2% | +7.2% | +8.4% |
| 30D | -10.6% | -9.6% | -0.9% | -4.1% |
| 3M | -26.5% | -17.8% | -8.7% | -16.8% |
| 6M | -25.6% | +37.4% | -63.1% | -41.1% |
| YTD | -39.6% | +59.7% | -99.3% | -61.7% |
| 1Y | -38.8% | +76.2% | -115.0% | -64.3% |
| All | -38.8% | +75.5% | -114.2% | -64.3% |
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