+390.2%
LNG vs OWL
+32.0%
+358.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -4.9% |
| 7D | -6.2% | -3.9% | -2.2% | -5.7% |
| 30D | +8.0% | -3.7% | +11.7% | +8.3% |
| 3M | +16.9% | +21.4% | -4.5% | +13.6% |
| 6M | +8.7% | +18.3% | -9.7% | +5.5% |
| YTD | +43.0% | -20.1% | +63.1% | +46.6% |
| 1Y | +19.4% | -32.8% | +52.2% | +25.3% |
| 3Y | +74.7% | +8.6% | +66.2% | +70.5% |
| 5Y | +222.4% | -4.5% | +226.9% | +211.8% |
| All | +390.2% | +32.0% | +358.3% | +361.6% |
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