-28.2%
OWL vs LSCC
+26.3%
-54.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -3.0% |
| 7D | -4.9% | +13.0% | -17.9% | -8.9% |
| 30D | +7.8% | -19.8% | +27.6% | +14.5% |
| 3M | -12.7% | -18.4% | +5.7% | -8.6% |
| 6M | -2.8% | -16.1% | +13.3% | -2.0% |
| YTD | -30.1% | +42.7% | -72.8% | -43.7% |
| 1Y | -29.1% | +68.0% | -97.1% | -46.5% |
| 3Y | -12.3% | +85.8% | -98.1% | -42.2% |
| All | -28.2% | +26.3% | -54.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling