-19.3%
OWL vs LTH
+142.3%
-161.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | -2.4% | +7.0% | -9.4% | -4.7% |
| 30D | +9.3% | +15.4% | -6.2% | +3.9% |
| 3M | -11.0% | +7.0% | -18.0% | -13.3% |
| 6M | +2.4% | +46.9% | -44.4% | -11.3% |
| YTD | -26.2% | +76.4% | -102.6% | -40.7% |
| 1Y | -27.4% | +83.7% | -111.2% | -42.6% |
| 3Y | -8.7% | +248.9% | -257.6% | -43.9% |
| 5Y | -19.3% | +141.8% | -161.1% | -51.2% |
| All | -19.3% | +142.3% | -161.6% | -51.2% |
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 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