-16.5%
OWL vs LNT
+30.4%
-47.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -11.9% | -1.1% | -10.8% | -11.6% |
| 30D | -13.7% | -1.9% | -11.8% | -13.3% |
| 3M | +12.3% | -7.2% | +19.4% | +14.5% |
| 6M | +15.0% | -3.9% | +18.9% | +15.8% |
| YTD | -25.7% | +5.9% | -31.6% | -27.9% |
| 1Y | -39.5% | +8.4% | -47.9% | -41.8% |
| 3Y | +0.9% | +46.6% | -45.7% | -13.9% |
| 5Y | -16.5% | +32.4% | -49.0% | -30.2% |
| All | -16.5% | +30.4% | -47.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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