+39.1%
OWL vs LNT
+58.2%
-19.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.7% |
| 7D | -3.9% | +1.0% | -5.0% | -4.2% |
| 30D | -3.7% | -1.1% | -2.6% | -3.4% |
| 3M | +21.4% | -3.6% | +25.0% | +22.2% |
| 6M | +18.3% | -2.7% | +21.0% | +18.7% |
| YTD | -20.1% | +8.0% | -28.1% | -22.3% |
| 1Y | -32.8% | +10.5% | -43.2% | -35.1% |
| 3Y | +8.6% | +49.6% | -41.0% | -4.2% |
| 5Y | -4.5% | +32.2% | -36.7% | -14.4% |
| All | +39.1% | +58.2% | -19.1% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling