+92.4%
OKLO vs LSCC
+88.0%
+4.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -8.6% | -4.6% | -10.4% |
| 7D | -28.4% | -4.8% | -23.6% | -27.3% |
| 30D | -50.2% | -27.1% | -23.1% | -45.0% |
| 3M | -55.3% | -23.6% | -31.7% | -51.7% |
| 6M | -71.9% | -19.8% | -52.1% | -69.8% |
| YTD | -73.2% | +33.2% | -106.5% | -75.0% |
| 1Y | -84.2% | +55.2% | -139.4% | -85.7% |
| 3Y | +86.4% | +70.1% | +16.3% | +64.6% |
| 5Y | +94.9% | +19.5% | +75.4% | +72.5% |
| All | +92.4% | +88.0% | +4.4% | +67.3% |
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 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