+0.1%
OWL vs LDOS
+43.9%
-43.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.2% | -5.4% | +3.2% | -0.6% |
| 30D | +3.7% | +4.9% | -1.2% | +2.1% |
| 3M | +17.5% | +7.2% | +10.3% | +14.6% |
| 6M | +18.5% | -24.2% | +42.8% | +28.0% |
| YTD | -16.3% | -25.8% | +9.5% | -9.5% |
| 1Y | -29.7% | -24.7% | -5.0% | -24.4% |
| 3Y | +14.2% | +39.3% | -25.1% | -1.8% |
| All | +0.1% | +43.9% | -43.8% | -17.1% |
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