-9.8%
OWL vs LTH
+152.0%
-161.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | -6.4% | -4.0% | -2.4% | -5.0% |
| 30D | -5.0% | -1.7% | -3.3% | -4.6% |
| 3M | +15.4% | +28.0% | -12.6% | +5.4% |
| 6M | +15.5% | +54.1% | -38.6% | -2.2% |
| YTD | -22.7% | +57.1% | -79.7% | -35.2% |
| 1Y | -34.1% | +45.8% | -79.8% | -43.4% |
| 3Y | +5.1% | +157.6% | -152.5% | -28.3% |
| All | -9.8% | +152.0% | -161.8% | -43.6% |
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