+28.5%
OWL vs LDOS
+38.6%
-10.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.0% |
| 7D | -2.4% | -5.8% | +3.5% | -0.7% |
| 30D | +9.3% | +11.6% | -2.3% | +6.1% |
| 3M | -11.0% | -1.0% | -10.0% | -10.8% |
| 6M | +2.4% | +5.1% | -2.6% | +0.5% |
| YTD | -26.2% | -24.0% | -2.1% | -21.6% |
| 1Y | -27.4% | -30.3% | +2.8% | -21.2% |
| 3Y | -8.7% | +37.0% | -45.6% | -17.5% |
| 5Y | -19.3% | +53.4% | -72.7% | -29.6% |
| All | +28.5% | +38.6% | -10.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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