+670.7%
LLY vs OWL
+38.2%
+632.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -1.6% | +3.7% | -5.3% | -2.1% |
| 3M | +2.3% | +17.5% | -15.2% | +0.3% |
| 6M | +14.9% | +18.5% | -3.7% | +12.1% |
| YTD | +7.5% | -16.3% | +23.8% | +8.8% |
| 1Y | +55.7% | -29.7% | +85.4% | +60.2% |
| 3Y | +110.6% | +14.2% | +96.4% | +104.9% |
| 5Y | +363.4% | +2.5% | +360.9% | +345.0% |
| All | +670.7% | +38.2% | +632.5% | +611.7% |
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