+30.0%
LIN vs OWL
+13.9%
+16.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -2.4% | +3.7% | -6.1% | -2.8% |
| 3M | -5.6% | +17.5% | -23.1% | -7.1% |
| 6M | -3.4% | +18.5% | -21.9% | -5.1% |
| YTD | +13.1% | -16.3% | +29.4% | +15.6% |
| 1Y | +2.5% | -29.7% | +32.2% | +6.9% |
| All | +30.0% | +13.9% | +16.2% | +28.8% |
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