+208.1%
LRCX vs OWL
-29.1%
+237.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | +1.9% | -2.2% | +4.2% | +2.6% |
| 30D | +0.1% | +3.7% | -3.6% | -1.3% |
| 3M | -8.5% | +17.5% | -26.0% | -13.2% |
| 6M | +38.1% | +18.5% | +19.5% | +30.9% |
| YTD | +80.1% | -16.3% | +96.4% | +92.5% |
| 1Y | +208.1% | -29.7% | +237.8% | +238.3% |
| All | +208.1% | -29.1% | +237.2% | +238.3% |
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 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