-2.7%
LQD vs OWL
-38.6%
+36.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -10.1% | +9.0% | -0.8% |
| 30D | -1.3% | -11.9% | +10.6% | -0.9% |
| 3M | -3.2% | +10.7% | -13.9% | -3.5% |
| 6M | -2.1% | +22.1% | -24.3% | -2.6% |
| YTD | -2.4% | -24.8% | +22.5% | -2.4% |
| 1Y | -2.7% | -39.2% | +36.5% | -2.9% |
| All | -2.7% | -38.6% | +36.0% | -2.9% |
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