+22.6%
OWL vs LDOS
+38.7%
-16.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -5.0% | -3.7% | -1.3% | -4.0% |
| 30D | +9.0% | +16.4% | -7.3% | +4.6% |
| 3M | -12.7% | +7.4% | -20.1% | -14.5% |
| 6M | -4.0% | -0.3% | -3.7% | -4.6% |
| YTD | -29.6% | -24.0% | -5.6% | -25.2% |
| 1Y | -31.9% | -29.6% | -2.4% | -26.3% |
| 3Y | -13.1% | +35.1% | -48.2% | -21.2% |
| 5Y | -27.0% | +52.9% | -79.9% | -36.3% |
| All | +22.6% | +38.7% | -16.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling