+36.9%
LOW vs OWL
+24.2%
+12.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.7% | -10.1% | +6.4% | -1.8% |
| 30D | -8.9% | -11.9% | +3.1% | -6.8% |
| 3M | -10.4% | +10.7% | -21.1% | -12.4% |
| 6M | -19.4% | +22.1% | -41.5% | -23.2% |
| YTD | -17.1% | -24.8% | +7.7% | -13.4% |
| 1Y | -26.3% | -39.2% | +12.9% | -19.9% |
| 3Y | -9.9% | +1.7% | -11.6% | -15.0% |
| 5Y | +6.1% | -15.5% | +21.6% | -2.6% |
| All | +36.9% | +24.2% | +12.7% | +25.7% |
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