-28.6%
OWL vs LUMN
-63.7%
+35.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -11.0% | +3.8% | -5.5% |
| 7D | -5.0% | -16.9% | +11.9% | -2.4% |
| 30D | +9.0% | -32.7% | +41.7% | +15.1% |
| 3M | -12.7% | -34.5% | +21.8% | -7.8% |
| 6M | -4.0% | -56.9% | +52.9% | +7.0% |
| YTD | -29.6% | -48.8% | +19.2% | -24.6% |
| All | -28.6% | -63.7% | +35.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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