+25.9%
LMT vs OWL
-28.0%
+53.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.1% | -10.0% | -7.0% |
| 7D | -5.5% | +10.1% | -15.6% | -6.0% |
| 30D | +17.5% | +18.7% | -1.3% | +16.4% |
| 3M | +1.6% | -6.2% | +7.8% | +1.6% |
| 6M | +16.3% | +9.8% | +6.5% | +14.8% |
| YTD | +25.3% | -24.2% | +49.4% | +29.8% |
| 1Y | +25.9% | -26.6% | +52.4% | +29.9% |
| All | +25.9% | -28.0% | +53.9% | +29.9% |
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