-16.9%
OWL vs LULU
-76.9%
+60.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.5% |
| 7D | -10.1% | -1.6% | -8.5% | -9.7% |
| 30D | -11.9% | -18.1% | +6.2% | -6.7% |
| 3M | +10.7% | -18.8% | +29.5% | +17.3% |
| 6M | +22.1% | -39.2% | +61.3% | +41.7% |
| YTD | -24.8% | -52.4% | +27.6% | -5.3% |
| 1Y | -39.2% | -40.3% | +1.1% | -29.7% |
| 3Y | +1.7% | -75.1% | +76.8% | +50.3% |
| All | -16.9% | -76.9% | +60.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling