+6.0%
LOW vs OWL
-15.5%
+21.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | -0.1% |
| 7D | -2.6% | -11.9% | +9.3% | +0.1% |
| 30D | -11.1% | -13.7% | +2.6% | -8.3% |
| 3M | -8.5% | +12.3% | -20.8% | -11.2% |
| 6M | -20.8% | +15.0% | -35.9% | -24.2% |
| YTD | -17.2% | -25.7% | +8.5% | -12.4% |
| 1Y | -24.7% | -39.5% | +14.8% | -16.6% |
| 3Y | -9.7% | +0.9% | -10.7% | -18.0% |
| 5Y | +6.0% | -16.5% | +22.5% | -6.1% |
| All | +6.0% | -15.5% | +21.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling