+127.8%
LIN vs OWL
+16.3%
+111.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.5% | +0.4% |
| 7D | +3.6% | -5.0% | +8.6% | +4.3% |
| 30D | +6.4% | +9.0% | -2.7% | +4.8% |
| 3M | +6.5% | -12.7% | +19.2% | +8.3% |
| 6M | +4.9% | -4.0% | +8.9% | +4.7% |
| YTD | +23.4% | -29.6% | +53.0% | +29.1% |
| 1Y | +26.3% | -31.9% | +58.3% | +32.6% |
| 3Y | +38.0% | -13.1% | +51.1% | +33.5% |
| 5Y | +68.0% | -27.0% | +95.0% | +55.2% |
| All | +127.8% | +16.3% | +111.5% | +105.4% |
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