-2.4%
OWL vs LTH
+160.9%
-163.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +3.7% | -4.6% | +8.3% | +5.2% |
| 3M | +17.5% | +32.8% | -15.3% | +5.9% |
| 6M | +18.5% | +64.6% | -46.1% | -2.1% |
| YTD | -16.3% | +62.6% | -79.0% | -30.7% |
| 1Y | -29.7% | +49.9% | -79.7% | -40.2% |
| 3Y | +14.2% | +151.3% | -137.2% | -21.1% |
| All | -2.4% | +160.9% | -163.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling