-5.5%
LQD vs OWL
+24.2%
-29.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -10.1% | +9.0% | -0.7% |
| 30D | -1.3% | -11.9% | +10.6% | -0.8% |
| 3M | -3.2% | +10.7% | -13.9% | -3.7% |
| 6M | -2.1% | +22.1% | -24.3% | -3.1% |
| YTD | -2.4% | -24.8% | +22.5% | -1.5% |
| 1Y | -2.7% | -39.2% | +36.5% | -1.0% |
| 3Y | +14.2% | +1.7% | +12.4% | +12.1% |
| 5Y | -5.8% | -15.5% | +9.7% | -8.4% |
| All | -5.5% | +24.2% | -29.7% | -9.1% |
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 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