+21.7%
OWL vs LII
+29.9%
-8.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | +7.8% | -4.6% | +12.4% | +9.6% |
| 3M | -12.7% | -21.2% | +8.6% | -3.5% |
| 6M | -2.8% | -36.4% | +33.6% | +15.6% |
| YTD | -30.1% | -28.9% | -1.1% | -22.8% |
| 1Y | -29.1% | -29.5% | +0.4% | -21.4% |
| 3Y | -12.3% | -8.6% | -3.7% | -18.8% |
| 5Y | -27.5% | +20.2% | -47.7% | -48.5% |
| All | +21.7% | +29.9% | -8.1% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling