+128.0%
LIN vs OWL
+22.8%
+105.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +7.9% | +10.0% | -2.2% | +6.1% |
| 3M | +6.3% | -8.7% | +15.0% | +7.4% |
| 6M | +6.5% | +3.1% | +3.3% | +5.2% |
| YTD | +23.6% | -25.6% | +49.2% | +28.2% |
| 1Y | +25.7% | -25.5% | +51.2% | +30.1% |
| 3Y | +35.6% | -9.4% | +45.0% | +30.5% |
| 5Y | +65.9% | -18.2% | +84.0% | +51.6% |
| All | +128.0% | +22.8% | +105.2% | +103.9% |
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 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