+75.1%
LMT vs OWL
+32.0%
+43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.2% |
| 7D | -1.5% | -3.9% | +2.4% | -1.4% |
| 30D | -8.2% | -3.7% | -4.6% | -8.2% |
| 3M | +3.7% | +21.4% | -17.7% | +3.0% |
| 6M | -19.2% | +18.3% | -37.5% | -19.7% |
| YTD | +12.9% | -20.1% | +33.0% | +13.4% |
| 1Y | +19.8% | -32.8% | +52.6% | +20.8% |
| 3Y | +37.3% | +8.6% | +28.7% | +35.6% |
| 5Y | +74.4% | -4.5% | +78.8% | +71.4% |
| All | +75.1% | +32.0% | +43.1% | +65.4% |
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 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