+394.4%
LNG vs OWL
+24.2%
+370.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -4.7% | -10.1% | +5.4% | -3.5% |
| 30D | +3.8% | -11.9% | +15.7% | +5.3% |
| 3M | +16.2% | +10.7% | +5.4% | +14.2% |
| 6M | +11.7% | +22.1% | -10.4% | +7.7% |
| YTD | +44.2% | -24.8% | +69.0% | +48.9% |
| 1Y | +18.6% | -39.2% | +57.8% | +26.1% |
| 3Y | +77.4% | +1.7% | +75.7% | +74.5% |
| 5Y | +232.3% | -15.5% | +247.8% | +224.6% |
| All | +394.4% | +24.2% | +370.1% | +368.7% |
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 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