+361.3%
LRCX vs OWL
-0.3%
+361.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.7% | -3.8% |
| 7D | +1.8% | -11.9% | +13.7% | +7.8% |
| 30D | -4.3% | -13.7% | +9.4% | +2.0% |
| 3M | -7.3% | +12.3% | -19.6% | -13.0% |
| 6M | +38.6% | +15.0% | +23.5% | +26.5% |
| YTD | +74.4% | -25.7% | +100.2% | +98.2% |
| 1Y | +179.1% | -39.5% | +218.6% | +250.1% |
| All | +361.3% | -0.3% | +361.6% | +378.5% |
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