+249.6%
OKLO vs LYFT
+39.4%
+210.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -9.8% |
| 7D | -12.2% | -8.4% | -3.9% | -9.9% |
| 30D | -19.7% | -7.6% | -12.1% | -18.0% |
| 3M | -37.4% | +11.7% | -49.1% | -39.8% |
| 6M | -42.3% | +15.1% | -57.4% | -45.1% |
| YTD | -49.5% | -20.9% | -28.6% | -46.6% |
| 1Y | -54.7% | -16.4% | -38.3% | -52.7% |
| 3Y | +249.6% | +35.2% | +214.4% | +224.3% |
| All | +249.6% | +39.4% | +210.2% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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