+47.8%
LHX vs OWL
+27.7%
+20.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -3.7% | -6.4% | +2.7% | -3.3% |
| 30D | -13.2% | -5.0% | -8.2% | -12.9% |
| 3M | -18.4% | +15.4% | -33.8% | -19.3% |
| 6M | -32.0% | +15.5% | -47.4% | -32.9% |
| YTD | -13.6% | -22.7% | +9.0% | -12.2% |
| 1Y | -6.0% | -34.1% | +28.1% | -3.4% |
| 3Y | +57.9% | +5.1% | +52.9% | +55.0% |
| 5Y | +19.2% | -11.5% | +30.7% | +15.5% |
| All | +47.8% | +27.7% | +20.0% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling