-12.3%
OWL vs LDOS
+32.3%
-44.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -4.9% | -7.2% | +2.3% | -2.8% |
| 30D | +7.8% | +16.8% | -9.1% | +2.9% |
| 3M | -12.7% | -1.6% | -11.1% | -12.3% |
| 6M | -2.8% | -1.0% | -1.8% | -3.3% |
| YTD | -30.1% | -25.8% | -4.3% | -24.9% |
| 1Y | -29.1% | -31.1% | +2.0% | -22.2% |
| 3Y | -12.3% | +32.8% | -45.1% | -15.4% |
| All | -12.3% | +32.3% | -44.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling