+136.0%
OKLO vs LSCC
+101.4%
+34.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +7.1% | +15.5% | +20.3% |
| 7D | -6.7% | +13.0% | -19.7% | -10.1% |
| 30D | -36.0% | -19.8% | -16.2% | -31.3% |
| 3M | -44.2% | -18.4% | -25.8% | -40.7% |
| 6M | -70.4% | -16.1% | -54.3% | -68.6% |
| YTD | -67.2% | +42.7% | -109.9% | -69.9% |
| 1Y | -77.9% | +68.0% | -145.9% | -80.5% |
| 3Y | +128.4% | +85.8% | +42.6% | +97.8% |
| 5Y | +139.1% | +28.0% | +111.0% | +107.5% |
| All | +136.0% | +101.4% | +34.6% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling