+28.5%
OWL vs LII
+32.7%
-4.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +4.6% |
| 7D | -2.4% | -1.2% | -1.2% | -1.7% |
| 30D | +9.3% | -2.0% | +11.2% | +9.8% |
| 3M | -11.0% | -20.2% | +9.3% | -2.2% |
| 6M | +2.4% | -32.5% | +35.0% | +18.6% |
| YTD | -26.2% | -27.4% | +1.2% | -19.2% |
| 1Y | -27.4% | -28.2% | +0.7% | -20.2% |
| 3Y | -8.7% | -7.2% | -1.5% | -15.9% |
| 5Y | -19.3% | +19.9% | -39.2% | -43.1% |
| All | +28.5% | +32.7% | -4.2% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling