-26.6%
OWL vs LULU
-31.7%
+5.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +1.7% |
| 7D | +10.1% | +6.5% | +3.6% | +8.2% |
| 30D | +18.7% | +20.3% | -1.6% | +12.8% |
| 3M | -6.2% | -8.9% | +2.7% | -5.0% |
| 6M | +9.8% | -13.1% | +22.9% | +12.7% |
| YTD | -24.2% | -46.1% | +21.9% | -11.3% |
| 1Y | -26.6% | -30.3% | +3.7% | -24.1% |
| All | -26.6% | -31.7% | +5.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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