+29.3%
OWL vs LPLA
+260.8%
-231.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -11.9% | -3.7% | -8.2% | -10.3% |
| 30D | -13.7% | -6.4% | -7.3% | -10.9% |
| 3M | +12.3% | +20.2% | -7.9% | +2.4% |
| 6M | +15.0% | +12.8% | +2.2% | +7.8% |
| YTD | -25.7% | -2.5% | -23.2% | -25.7% |
| 1Y | -39.5% | +1.9% | -41.4% | -40.9% |
| 3Y | +0.9% | +45.0% | -44.1% | -15.8% |
| 5Y | -16.5% | +146.6% | -163.1% | -42.9% |
| All | +29.3% | +260.8% | -231.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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