+24.4%
LNG vs OWL
-29.1%
+53.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.4% | -2.2% | +5.7% | +3.3% |
| 30D | +14.9% | +3.7% | +11.2% | +15.1% |
| 3M | +21.4% | +17.5% | +3.9% | +22.3% |
| 6M | +17.8% | +18.5% | -0.7% | +19.3% |
| YTD | +51.3% | -16.3% | +67.6% | +56.7% |
| 1Y | +24.4% | -29.7% | +54.2% | +31.1% |
| All | +24.4% | -29.1% | +53.6% | +31.1% |
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 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