-21.5%
OWL vs LEN
-12.2%
-9.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -2.9% |
| 7D | +0.8% | -8.7% | +9.6% | +4.9% |
| 30D | +7.3% | +11.6% | -4.2% | +2.2% |
| 3M | -16.8% | -1.3% | -15.6% | -16.8% |
| 6M | +4.0% | -1.4% | +5.5% | +3.8% |
| YTD | -29.0% | -16.9% | -12.1% | -25.0% |
| 1Y | -29.7% | -31.2% | +1.5% | -19.3% |
| 3Y | -13.5% | -25.6% | +12.1% | -13.1% |
| 5Y | -21.5% | -13.3% | -8.2% | -36.7% |
| All | -21.5% | -12.2% | -9.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling