+1.7%
OWL vs LH
+58.7%
-56.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | -10.1% | -4.7% | -5.4% | -8.7% |
| 30D | -11.9% | -3.5% | -8.4% | -10.9% |
| 3M | +10.7% | +17.7% | -7.0% | +5.3% |
| 6M | +22.1% | +15.8% | +6.4% | +16.7% |
| YTD | -24.8% | +25.1% | -49.9% | -30.3% |
| 1Y | -39.2% | +12.5% | -51.7% | -41.7% |
| 3Y | +1.7% | +59.8% | -58.0% | -13.1% |
| All | +1.7% | +58.7% | -56.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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