-13.5%
OWL vs LTH
+186.8%
-200.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | +11.6% | +17.7% | -6.1% | +5.4% |
| 3M | -13.8% | +8.5% | -22.3% | -16.5% |
| 6M | +7.8% | +46.9% | -39.1% | -6.5% |
| YTD | -25.8% | +78.8% | -104.6% | -40.6% |
| 1Y | -26.5% | +84.9% | -111.4% | -41.9% |
| 3Y | -9.6% | +246.4% | -256.0% | -44.0% |
| 5Y | -20.8% | +129.6% | -150.4% | -51.2% |
| All | -13.5% | +186.8% | -200.3% | -48.3% |
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