-16.5%
OWL vs LH
+23.7%
-40.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -1.7% |
| 7D | -11.9% | -7.4% | -4.5% | -8.3% |
| 30D | -13.7% | -4.6% | -9.1% | -11.6% |
| 3M | +12.3% | +14.5% | -2.3% | +4.5% |
| 6M | +15.0% | +14.8% | +0.2% | +6.7% |
| YTD | -25.7% | +23.3% | -49.0% | -34.1% |
| 1Y | -39.5% | +13.6% | -53.1% | -44.1% |
| 3Y | +0.9% | +56.3% | -55.4% | -25.6% |
| 5Y | -16.5% | +25.2% | -41.7% | -35.7% |
| All | -16.5% | +23.7% | -40.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling