+541.5%
LRCX vs OWL
+24.2%
+517.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.5% |
| 7D | -3.1% | -10.1% | +7.1% | +1.3% |
| 30D | -8.6% | -11.9% | +3.4% | -3.8% |
| 3M | -17.7% | +10.7% | -28.4% | -21.9% |
| 6M | +36.4% | +22.1% | +14.2% | +22.4% |
| YTD | +74.5% | -24.8% | +99.4% | +93.0% |
| 1Y | +159.4% | -39.2% | +198.6% | +212.4% |
| 3Y | +361.6% | +1.7% | +359.8% | +343.5% |
| 5Y | +425.2% | -15.5% | +440.7% | +391.0% |
| All | +541.5% | +24.2% | +517.3% | +490.8% |
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