-77.9%
OKLO vs LSCC
+68.2%
-146.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +7.1% | +15.5% | +18.0% |
| 7D | -6.7% | +13.0% | -19.7% | -13.4% |
| 30D | -36.0% | -19.8% | -16.2% | -26.5% |
| 3M | -44.2% | -18.4% | -25.8% | -37.4% |
| 6M | -70.4% | -16.1% | -54.3% | -67.7% |
| YTD | -67.2% | +42.7% | -109.9% | -78.3% |
| 1Y | -77.9% | +68.0% | -145.9% | -87.0% |
| All | -77.9% | +68.2% | -146.1% | -87.0% |
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