+249.6%
OKLO vs LYV
+109.4%
+140.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -1.9% | -10.3% | -11.2% |
| 30D | -19.7% | -8.2% | -11.6% | -15.4% |
| 3M | -37.4% | -1.3% | -36.1% | -37.4% |
| 6M | -42.3% | +2.6% | -44.9% | -43.8% |
| YTD | -49.5% | +19.4% | -68.9% | -55.6% |
| 1Y | -54.7% | -2.2% | -52.5% | -54.8% |
| 3Y | +249.6% | +106.0% | +143.6% | +144.8% |
| All | +249.6% | +109.4% | +140.2% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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