+579.4%
LRCX vs OWL
+27.7%
+551.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.1% |
| 7D | +9.5% | -6.4% | +15.9% | +12.5% |
| 30D | +3.1% | -5.0% | +8.1% | +4.8% |
| 3M | -3.4% | +15.4% | -18.8% | -9.9% |
| 6M | +49.7% | +15.5% | +34.2% | +37.5% |
| YTD | +84.9% | -22.7% | +107.5% | +101.9% |
| 1Y | +200.8% | -34.1% | +234.9% | +249.1% |
| 3Y | +385.1% | +5.1% | +380.0% | +359.6% |
| 5Y | +460.5% | -11.5% | +472.0% | +417.1% |
| All | +579.4% | +27.7% | +551.7% | +518.0% |
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