+262.9%
OKLO vs LUMN
-41.9%
+304.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.9% | -11.1% | -9.5% |
| 7D | -12.2% | +2.5% | -14.7% | -12.6% |
| 30D | -19.7% | +10.3% | -30.1% | -21.0% |
| 3M | -37.4% | -18.3% | -19.1% | -35.7% |
| 6M | -42.3% | +4.4% | -46.6% | -42.5% |
| YTD | -49.5% | -10.7% | -38.8% | -48.9% |
| 1Y | -54.7% | +14.0% | -68.7% | -55.5% |
| 3Y | +249.6% | +406.6% | -157.0% | +219.6% |
| 5Y | +268.1% | -36.8% | +304.9% | +237.6% |
| All | +262.9% | -41.9% | +304.8% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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