-4.6%
LQD vs OWL
+27.7%
-32.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | 0.0% | -6.4% | +6.3% | +0.2% |
| 30D | -0.2% | -5.0% | +4.8% | 0.0% |
| 3M | -1.7% | +15.4% | -17.1% | -2.4% |
| 6M | -2.7% | +15.5% | -18.2% | -3.5% |
| YTD | -1.4% | -22.7% | +21.2% | -0.7% |
| 1Y | -1.0% | -34.1% | +33.1% | +0.3% |
| 3Y | +15.1% | +5.1% | +10.0% | +12.8% |
| 5Y | -5.2% | -11.5% | +6.3% | -7.9% |
| All | -4.6% | +27.7% | -32.3% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling