-11.5%
OWL vs LPLA
+145.5%
-157.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.4% | -1.5% | -4.8% | -5.6% |
| 30D | -5.0% | -6.0% | +1.0% | -1.8% |
| 3M | +15.4% | +21.4% | -6.0% | +3.9% |
| 6M | +15.5% | +12.1% | +3.4% | +8.0% |
| YTD | -22.7% | -1.8% | -20.8% | -22.9% |
| 1Y | -34.1% | +3.2% | -37.3% | -36.3% |
| 3Y | +5.1% | +45.9% | -40.9% | -14.9% |
| 5Y | -11.5% | +144.7% | -156.1% | -48.8% |
| All | -11.5% | +145.5% | -157.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling