-29.7%
OWL vs LSCC
+72.9%
-102.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | -2.2% | +1.3% | -3.6% | -2.5% |
| 30D | +3.7% | -9.7% | +13.4% | +5.4% |
| 3M | +17.5% | -23.7% | +41.2% | +21.9% |
| 6M | +18.5% | +26.5% | -7.9% | +7.9% |
| YTD | -16.3% | +57.5% | -73.8% | -30.0% |
| 1Y | -29.7% | +75.7% | -105.4% | -43.1% |
| All | -29.7% | +72.9% | -102.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling