+29.2%
OWL vs LDOS
+36.7%
-7.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +11.6% | +10.1% | +1.5% | +8.7% |
| 3M | -13.8% | -4.7% | -9.1% | -12.8% |
| 6M | +7.8% | +5.6% | +2.3% | +5.7% |
| YTD | -25.8% | -25.1% | -0.7% | -20.9% |
| 1Y | -26.5% | -31.7% | +5.2% | -19.8% |
| 3Y | -9.6% | +33.7% | -43.3% | -17.8% |
| 5Y | -20.8% | +54.4% | -75.2% | -30.7% |
| All | +29.2% | +36.7% | -7.6% | +7.8% |
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