+34.6%
OWL vs LULU
-71.0%
+105.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -6.4% | -16.9% | +10.6% | -1.4% |
| 30D | -5.0% | -22.0% | +17.0% | +1.9% |
| 3M | +15.4% | -17.8% | +33.2% | +21.5% |
| 6M | +15.5% | -41.3% | +56.7% | +34.5% |
| YTD | -22.7% | -52.0% | +29.3% | -4.1% |
| 1Y | -34.1% | -39.8% | +5.8% | -24.5% |
| 3Y | +5.1% | -74.8% | +79.9% | +51.1% |
| 5Y | -11.5% | -76.3% | +64.8% | +17.2% |
| All | +34.6% | -71.0% | +105.6% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling