+361.5%
LLY vs OWL
-3.7%
+365.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.8% |
| 7D | -3.1% | -3.9% | +0.8% | -2.8% |
| 30D | -5.1% | -3.7% | -1.4% | -4.8% |
| 3M | -2.1% | +21.4% | -23.4% | -4.1% |
| 6M | +13.8% | +18.3% | -4.5% | +11.4% |
| YTD | +5.1% | -20.1% | +25.2% | +6.7% |
| 1Y | +53.1% | -32.8% | +85.9% | +57.8% |
| 3Y | +95.6% | +8.6% | +87.1% | +93.8% |
| 5Y | +361.5% | -4.5% | +366.0% | +347.8% |
| All | +361.5% | -3.7% | +365.2% | +347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling