-9.3%
LHX vs OWL
-28.0%
+18.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -6.6% |
| 7D | -0.3% | +10.1% | -10.5% | -0.8% |
| 30D | +9.7% | +18.7% | -9.1% | +8.9% |
| 3M | -8.5% | -6.2% | -2.3% | -8.6% |
| 6M | -15.1% | +9.8% | -24.9% | -15.4% |
| YTD | -10.4% | -24.2% | +13.7% | -6.5% |
| 1Y | -9.3% | -26.6% | +17.3% | -5.7% |
| All | -9.3% | -28.0% | +18.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling