-26.6%
OWL vs LEN
-21.9%
-4.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +0.7% |
| 7D | +10.1% | +10.5% | -0.3% | +6.5% |
| 30D | +18.7% | +24.6% | -5.9% | +10.4% |
| 3M | -6.2% | +6.6% | -12.8% | -8.7% |
| 6M | +9.8% | +10.6% | -0.9% | +5.9% |
| YTD | -24.2% | -8.3% | -15.9% | -26.2% |
| 1Y | -26.6% | -22.5% | -4.1% | -26.1% |
| All | -26.6% | -21.9% | -4.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling