+132.2%
LLY vs OWL
-13.7%
+145.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | -4.9% | +0.5% | -3.9% |
| 30D | +13.9% | +7.8% | +6.1% | +12.9% |
| 3M | +13.8% | -12.7% | +26.4% | +15.3% |
| 6M | +37.6% | -2.8% | +40.4% | +37.2% |
| YTD | +26.6% | -30.1% | +56.7% | +31.7% |
| 1Y | +45.3% | -29.1% | +74.4% | +50.4% |
| 3Y | +132.2% | -12.3% | +144.5% | +129.4% |
| All | +132.2% | -13.7% | +145.9% | +129.4% |
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 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