+869.1%
LLY vs OWL
+17.3%
+851.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | +1.5% | +5.2% | +6.6% |
| 30D | +19.6% | +13.4% | +6.1% | +18.1% |
| 3M | +19.7% | -21.2% | +41.0% | +22.5% |
| 6M | +42.7% | +4.0% | +38.7% | +41.4% |
| YTD | +35.1% | -29.0% | +64.1% | +38.9% |
| 1Y | +42.2% | -28.4% | +70.6% | +45.8% |
| 3Y | +140.8% | -14.5% | +155.3% | +140.8% |
| 5Y | +480.6% | -21.5% | +502.0% | +477.0% |
| All | +869.1% | +17.3% | +851.8% | +809.0% |
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