-26.6%
OWL vs LII
-26.0%
-0.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.4% |
| 7D | +10.1% | +7.9% | +2.2% | +8.7% |
| 30D | +18.7% | -0.6% | +19.3% | +18.4% |
| 3M | -6.2% | -19.3% | +13.2% | -3.2% |
| 6M | +9.8% | -29.8% | +39.6% | +14.8% |
| YTD | -24.2% | -25.4% | +1.2% | -24.5% |
| 1Y | -26.6% | -26.2% | -0.4% | -26.7% |
| All | -26.6% | -26.0% | -0.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling