-17.2%
OWL vs LTH
+180.7%
-198.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | +13.4% | +15.7% | -2.2% | +7.9% |
| 3M | -21.2% | +5.0% | -26.2% | -22.8% |
| 6M | +4.0% | +37.7% | -33.7% | -7.7% |
| YTD | -29.0% | +75.0% | -104.0% | -42.8% |
| 1Y | -28.4% | +82.6% | -111.1% | -43.2% |
| 3Y | -14.5% | +241.3% | -255.8% | -46.8% |
| 5Y | -21.5% | +135.4% | -156.9% | -51.9% |
| All | -17.2% | +180.7% | -198.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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