+125.2%
LIN vs OWL
+15.5%
+109.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +0.2% | -4.9% | +5.1% | +0.9% |
| 30D | +6.5% | +7.8% | -1.3% | +5.1% |
| 3M | +5.5% | -12.7% | +18.1% | +7.2% |
| 6M | +3.3% | -2.8% | +6.1% | +3.0% |
| YTD | +22.0% | -30.1% | +52.1% | +27.7% |
| 1Y | +25.7% | -29.1% | +54.8% | +31.0% |
| 3Y | +36.2% | -12.3% | +48.5% | +31.5% |
| 5Y | +66.1% | -27.5% | +93.6% | +53.5% |
| All | +125.2% | +15.5% | +109.7% | +103.3% |
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