+262.9%
OKLO vs LVS
-8.7%
+271.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.3% |
| 7D | -12.2% | -3.5% | -8.8% | -11.6% |
| 30D | -19.7% | -6.2% | -13.5% | -18.7% |
| 3M | -37.4% | -14.8% | -22.6% | -35.4% |
| 6M | -42.3% | -20.9% | -21.4% | -39.7% |
| YTD | -49.5% | -33.0% | -16.5% | -45.7% |
| 1Y | -54.7% | -20.0% | -34.7% | -53.1% |
| 3Y | +249.6% | -6.9% | +256.5% | +244.6% |
| 5Y | +268.1% | +9.1% | +259.0% | +260.9% |
| All | +262.9% | -8.7% | +271.6% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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