-18.0%
OWL vs LUNR
+48.7%
-66.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.3% |
| 7D | -10.1% | -3.1% | -7.0% | -10.1% |
| 30D | -11.9% | -15.3% | +3.4% | -11.6% |
| 3M | +10.7% | -53.2% | +63.9% | +12.5% |
| 6M | +22.1% | -22.2% | +44.4% | +22.1% |
| YTD | -24.8% | -11.6% | -13.2% | -25.3% |
| 1Y | -39.2% | +68.4% | -107.6% | -40.5% |
| 3Y | +1.7% | +216.8% | -215.0% | -0.7% |
| All | -18.0% | +48.7% | -66.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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