+320.7%
OKLO vs LTH
+160.9%
+159.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +2.8% | -0.6% | +3.5% | +2.9% |
| 30D | -4.0% | -4.6% | +0.6% | -3.3% |
| 3M | -36.9% | +32.8% | -69.7% | -40.2% |
| 6M | -37.1% | +64.6% | -101.8% | -42.3% |
| YTD | -42.5% | +62.6% | -105.1% | -47.1% |
| 1Y | -40.7% | +49.9% | -90.7% | -45.0% |
| 3Y | +299.1% | +151.3% | +147.8% | +266.8% |
| All | +320.7% | +160.9% | +159.8% | +286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling