+34.6%
OWL vs LCID
-95.7%
+130.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.6% | -2.3% |
| 7D | -6.4% | -9.3% | +3.0% | -5.3% |
| 30D | -5.0% | -35.4% | +30.4% | 0.0% |
| 3M | +15.4% | -17.1% | +32.5% | +15.6% |
| 6M | +15.5% | -58.9% | +74.4% | +25.3% |
| YTD | -22.7% | -59.6% | +36.9% | -16.2% |
| 1Y | -34.1% | -78.0% | +43.9% | -23.7% |
| 3Y | +5.1% | -92.7% | +97.8% | +30.1% |
| 5Y | -11.5% | -97.8% | +86.4% | +20.8% |
| All | +34.6% | -95.7% | +130.3% | +77.8% |
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