+130.1%
LIN vs OWL
+22.6%
+107.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -2.1% | +2.5% | +0.6% |
| 30D | +8.0% | +11.6% | -3.5% | +6.1% |
| 3M | +7.7% | -13.8% | +21.5% | +9.7% |
| 6M | +5.1% | +7.8% | -2.8% | +3.1% |
| YTD | +24.7% | -25.8% | +50.5% | +29.4% |
| 1Y | +25.1% | -26.5% | +51.6% | +29.7% |
| 3Y | +36.8% | -9.6% | +46.5% | +31.7% |
| 5Y | +67.9% | -20.8% | +88.7% | +53.7% |
| All | +130.1% | +22.6% | +107.5% | +105.9% |
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