+284.9%
OKLO vs LVS
-8.3%
+293.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -5.5% |
| 7D | +0.1% | -4.3% | +4.4% | +2.2% |
| 30D | -15.2% | -6.8% | -8.3% | -12.3% |
| 3M | -26.2% | -15.6% | -10.6% | -20.1% |
| 6M | -35.0% | -20.6% | -14.4% | -28.0% |
| YTD | -44.4% | -33.4% | -11.0% | -33.3% |
| 1Y | -45.9% | -20.1% | -25.8% | -41.8% |
| All | +284.9% | -8.3% | +293.3% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling