+4.6%
OWL vs LEN
-26.2%
+30.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -6.4% | -3.4% | -3.0% | -5.4% |
| 30D | -5.0% | -5.7% | +0.7% | -3.3% |
| 3M | +15.4% | -12.2% | +27.6% | +19.5% |
| 6M | +15.5% | -18.3% | +33.8% | +21.6% |
| YTD | -22.7% | -20.2% | -2.5% | -18.7% |
| 1Y | -34.1% | -40.1% | +6.0% | -25.0% |
| All | +4.6% | -26.2% | +30.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling