+45.7%
OWL vs LEN
+27.5%
+18.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -2.2% | -3.2% | +0.9% | -1.1% |
| 30D | +3.7% | -4.9% | +8.6% | +5.6% |
| 3M | +17.5% | -8.5% | +26.0% | +21.0% |
| 6M | +18.5% | -20.7% | +39.2% | +28.0% |
| YTD | -16.3% | -17.4% | +1.1% | -11.7% |
| 1Y | -29.7% | -38.2% | +8.5% | -17.9% |
| 3Y | +14.2% | -24.9% | +39.0% | +17.3% |
| 5Y | +2.5% | -11.4% | +13.9% | -10.1% |
| All | +45.7% | +27.5% | +18.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling