+29.2%
OWL vs LCID
-96.3%
+125.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -2.1% | +8.9% | -11.1% | -3.2% |
| 30D | +11.6% | +6.8% | +4.7% | +10.3% |
| 3M | -13.8% | -45.2% | +31.4% | -7.9% |
| 6M | +7.8% | -39.1% | +47.0% | +11.6% |
| YTD | -25.8% | -65.3% | +39.5% | -18.5% |
| 1Y | -26.5% | -78.4% | +51.9% | -14.8% |
| 3Y | -9.6% | -90.3% | +80.7% | +8.0% |
| 5Y | -20.8% | -99.2% | +78.4% | +13.2% |
| All | +29.2% | -96.3% | +125.5% | +72.9% |
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