+23.6%
OWL vs LCID
-97.0%
+120.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.1% |
| 7D | +1.5% | -10.2% | +11.7% | +2.8% |
| 30D | +13.4% | -10.2% | +23.6% | +14.5% |
| 3M | -21.2% | -54.1% | +32.9% | -14.1% |
| 6M | +4.0% | -53.8% | +57.8% | +11.3% |
| YTD | -29.0% | -72.0% | +43.0% | -19.9% |
| 1Y | -28.4% | -80.5% | +52.1% | -16.0% |
| 3Y | -14.5% | -92.6% | +78.0% | +5.4% |
| 5Y | -21.5% | -99.3% | +77.9% | +15.1% |
| All | +23.6% | -97.0% | +120.6% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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