-29.1%
OWL vs LSCC
+68.2%
-97.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.6% |
| 7D | -4.9% | +13.0% | -17.9% | -6.4% |
| 30D | +7.8% | -19.8% | +27.6% | +11.2% |
| 3M | -12.7% | -18.4% | +5.7% | -10.5% |
| 6M | -2.8% | -16.1% | +13.3% | -3.1% |
| YTD | -30.1% | +42.7% | -72.8% | -41.5% |
| 1Y | -29.1% | +68.0% | -97.1% | -44.1% |
| All | -29.1% | +68.2% | -97.3% | -44.1% |
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