+45.7%
OWL vs LCID
-95.3%
+141.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -2.2% | -6.6% | +4.3% | -1.5% |
| 30D | +3.7% | -30.1% | +33.8% | +8.1% |
| 3M | +17.5% | -17.6% | +35.1% | +17.8% |
| 6M | +18.5% | -54.4% | +73.0% | +27.0% |
| YTD | -16.3% | -55.7% | +39.4% | -10.3% |
| 1Y | -29.7% | -71.0% | +41.3% | -21.4% |
| 3Y | +14.2% | -92.6% | +106.8% | +41.2% |
| 5Y | +2.5% | -97.6% | +100.1% | +38.3% |
| All | +45.7% | -95.3% | +141.0% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling