+71.2%
LMT vs OWL
+24.2%
+47.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -0.2% | -10.1% | +9.9% | +0.1% |
| 30D | -13.1% | -11.9% | -1.1% | -12.7% |
| 3M | -3.9% | +10.7% | -14.6% | -4.3% |
| 6M | -18.3% | +22.1% | -40.4% | -18.9% |
| YTD | +10.3% | -24.8% | +35.1% | +11.1% |
| 1Y | +14.2% | -39.2% | +53.4% | +15.6% |
| 3Y | +35.0% | +1.7% | +33.2% | +33.7% |
| 5Y | +73.2% | -15.5% | +88.7% | +70.9% |
| All | +71.2% | +24.2% | +47.0% | +62.1% |
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