+57.3%
LLY vs OWL
-28.0%
+85.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.5% |
| 7D | +10.1% | +10.1% | -0.1% | +9.5% |
| 30D | +24.0% | +18.7% | +5.3% | +23.2% |
| 3M | +27.3% | -6.2% | +33.5% | +27.0% |
| 6M | +47.0% | +9.8% | +37.2% | +45.8% |
| YTD | +32.6% | -24.2% | +56.7% | +29.3% |
| 1Y | +57.3% | -26.6% | +83.9% | +52.8% |
| All | +57.3% | -28.0% | +85.4% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling