+1.7%
OWL vs LVS
-7.9%
+9.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -10.1% | -3.5% | -6.7% | -9.2% |
| 30D | -11.9% | -6.2% | -5.7% | -10.3% |
| 3M | +10.7% | -14.8% | +25.6% | +15.7% |
| 6M | +22.1% | -20.9% | +43.0% | +30.2% |
| YTD | -24.8% | -33.0% | +8.2% | -16.2% |
| 1Y | -39.2% | -20.0% | -19.2% | -36.0% |
| 3Y | +1.7% | -6.9% | +8.7% | -4.9% |
| All | +1.7% | -7.9% | +9.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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