-21.1%
LOW vs OWL
-29.1%
+8.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -7.0% | +3.7% | -10.7% | -7.4% |
| 3M | -0.9% | +17.5% | -18.4% | -2.3% |
| 6M | -20.1% | +18.5% | -38.6% | -21.5% |
| YTD | -13.9% | -16.3% | +2.4% | -12.4% |
| 1Y | -21.1% | -29.7% | +8.6% | -19.2% |
| All | -21.1% | -29.1% | +8.0% | -19.2% |
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