+1.7%
OWL vs LULU
-75.0%
+76.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.7% |
| 7D | -10.1% | -1.6% | -8.5% | -9.8% |
| 30D | -11.9% | -18.1% | +6.2% | -8.0% |
| 3M | +10.7% | -18.8% | +29.5% | +15.7% |
| 6M | +22.1% | -39.2% | +61.3% | +36.4% |
| YTD | -24.8% | -52.4% | +27.6% | -10.9% |
| 1Y | -39.2% | -40.3% | +1.1% | -32.1% |
| 3Y | +1.7% | -75.1% | +76.8% | +29.7% |
| All | +1.7% | -75.0% | +76.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling