+155.8%
OKLO vs LTH
+186.2%
-30.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.7% | -6.7% |
| 7D | +6.8% | +6.4% | +0.4% | +5.6% |
| 30D | -27.7% | +16.7% | -44.4% | -29.6% |
| 3M | -43.6% | +11.7% | -55.3% | -44.8% |
| 6M | -65.4% | +48.5% | -113.9% | -67.9% |
| YTD | -65.0% | +78.4% | -143.4% | -68.4% |
| 1Y | -77.5% | +89.7% | -167.2% | -79.8% |
| 3Y | +143.6% | +245.6% | -102.0% | +120.1% |
| 5Y | +154.7% | +142.7% | +12.0% | +127.5% |
| All | +155.8% | +186.2% | -30.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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