+54.0%
LHX vs OWL
+0.9%
+53.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -4.3% | -10.1% | +5.9% | -3.6% |
| 30D | -15.1% | -11.9% | -3.2% | -14.4% |
| 3M | -21.0% | +10.7% | -31.7% | -21.6% |
| 6M | -32.0% | +22.1% | -54.1% | -33.2% |
| YTD | -15.3% | -24.8% | +9.5% | -13.3% |
| 1Y | -11.1% | -39.2% | +28.1% | -7.3% |
| 3Y | +54.0% | +1.7% | +52.3% | +52.9% |
| All | +54.0% | +0.9% | +53.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling