+15.6%
OWL vs LII
+6.0%
+9.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | +3.7% | -12.6% | +16.3% | +8.7% |
| 3M | +17.5% | -24.4% | +42.0% | +27.7% |
| 6M | +18.5% | -28.7% | +47.2% | +31.1% |
| YTD | -16.3% | -19.1% | +2.8% | -13.5% |
| 1Y | -29.7% | -29.7% | 0.0% | -22.7% |
| All | +15.6% | +6.0% | +9.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling