-6.8%
OWL vs LTH
+156.3%
-163.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.8% | -3.9% |
| 7D | -3.9% | +1.5% | -5.5% | -4.5% |
| 30D | -3.7% | -3.1% | -0.6% | -2.8% |
| 3M | +21.4% | +28.1% | -6.7% | +10.8% |
| 6M | +18.3% | +67.4% | -49.1% | -2.8% |
| YTD | -20.1% | +59.8% | -79.9% | -33.4% |
| 1Y | -32.8% | +45.6% | -78.4% | -42.2% |
| 3Y | +8.6% | +162.0% | -153.4% | -26.3% |
| All | -6.8% | +156.3% | -163.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling