+14.2%
LQD vs OWL
-0.3%
+14.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | -1.1% | -11.9% | +10.8% | -0.7% |
| 30D | -1.1% | -13.7% | +12.6% | -0.7% |
| 3M | -2.3% | +12.3% | -14.6% | -2.7% |
| 6M | -2.9% | +15.0% | -17.9% | -3.4% |
| YTD | -2.3% | -25.7% | +23.4% | -1.7% |
| 1Y | -2.2% | -39.5% | +37.3% | -1.0% |
| All | +14.2% | -0.3% | +14.6% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling