+30.9%
OWL vs LEN
+21.4%
+9.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.4% |
| 7D | -10.1% | -4.8% | -5.4% | -8.5% |
| 30D | -11.9% | -6.6% | -5.4% | -9.7% |
| 3M | +10.7% | -15.7% | +26.4% | +17.5% |
| 6M | +22.1% | -16.6% | +38.8% | +29.6% |
| YTD | -24.8% | -21.3% | -3.5% | -19.2% |
| 1Y | -39.2% | -42.0% | +2.8% | -27.2% |
| 3Y | +1.7% | -27.9% | +29.7% | +6.2% |
| 5Y | -15.5% | -10.7% | -4.8% | -24.6% |
| All | +30.9% | +21.4% | +9.5% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling