-8.7%
OWL vs LCID
-90.9%
+82.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +4.4% |
| 7D | -2.4% | +20.0% | -22.4% | -4.6% |
| 30D | +9.3% | -5.0% | +14.3% | +9.5% |
| 3M | -11.0% | -48.9% | +37.9% | -4.4% |
| 6M | +2.4% | -43.2% | +45.7% | +6.8% |
| YTD | -26.2% | -65.9% | +39.8% | -18.9% |
| 1Y | -27.4% | -79.2% | +51.7% | -16.4% |
| 3Y | -8.7% | -90.4% | +81.7% | +11.4% |
| All | -8.7% | -90.9% | +82.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling