-18.2%
OWL vs LDOS
+54.3%
-72.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | +10.0% | +12.8% | -2.8% | +6.0% |
| 3M | -8.7% | -1.0% | -7.6% | -8.5% |
| 6M | +3.1% | +6.2% | -3.0% | +0.6% |
| YTD | -25.6% | -23.2% | -2.4% | -20.5% |
| 1Y | -25.5% | -29.5% | +4.0% | -18.2% |
| 3Y | -9.4% | +37.1% | -46.5% | -21.9% |
| 5Y | -18.2% | +55.6% | -73.8% | -34.4% |
| All | -18.2% | +54.3% | -72.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling