+45.7%
OWL vs LDOS
+35.4%
+10.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.2% | -5.4% | +3.2% | -0.8% |
| 30D | +3.7% | +4.9% | -1.2% | +2.3% |
| 3M | +17.5% | +7.2% | +10.3% | +15.0% |
| 6M | +18.5% | -24.2% | +42.8% | +26.5% |
| YTD | -16.3% | -25.8% | +9.5% | -10.5% |
| 1Y | -29.7% | -24.7% | -5.0% | -25.2% |
| 3Y | +14.2% | +39.3% | -25.1% | +2.9% |
| 5Y | +2.5% | +43.3% | -40.8% | -10.0% |
| All | +45.7% | +35.4% | +10.2% | +22.0% |
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