+333.9%
OKLO vs LTH
+152.0%
+182.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +7.7% | -4.0% | +11.7% | +8.4% |
| 30D | -4.3% | -1.7% | -2.6% | -4.2% |
| 3M | -24.6% | +28.0% | -52.6% | -28.2% |
| 6M | -31.1% | +54.1% | -85.2% | -36.1% |
| YTD | -40.7% | +57.1% | -97.8% | -45.1% |
| 1Y | -42.4% | +45.8% | -88.2% | -46.4% |
| 3Y | +310.9% | +157.6% | +153.4% | +279.8% |
| All | +333.9% | +152.0% | +182.0% | +300.7% |
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