+44.9%
LHX vs OWL
+24.2%
+20.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -4.3% | -10.1% | +5.9% | -3.5% |
| 30D | -15.1% | -11.9% | -3.2% | -14.4% |
| 3M | -21.0% | +10.7% | -31.7% | -21.7% |
| 6M | -32.0% | +22.1% | -54.1% | -33.2% |
| YTD | -15.3% | -24.8% | +9.5% | -13.8% |
| 1Y | -11.1% | -39.2% | +28.1% | -8.0% |
| 3Y | +54.0% | +1.7% | +52.3% | +51.5% |
| 5Y | +17.1% | -15.5% | +32.6% | +13.8% |
| All | +44.9% | +24.2% | +20.7% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling