-28.4%
OWL vs LTH
+79.8%
-108.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +13.4% | +15.7% | -2.2% | +9.5% |
| 3M | -21.2% | +5.0% | -26.2% | -22.4% |
| 6M | +4.0% | +37.7% | -33.7% | -5.1% |
| YTD | -29.0% | +75.0% | -104.0% | -41.3% |
| 1Y | -28.4% | +82.6% | -111.1% | -42.1% |
| All | -28.4% | +79.8% | -108.2% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling