+39.1%
OWL vs LVS
-18.5%
+57.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -3.9% | +0.3% | -4.3% | -4.0% |
| 30D | -3.7% | -3.9% | +0.2% | -2.6% |
| 3M | +21.4% | -12.9% | +34.2% | +26.1% |
| 6M | +18.3% | -16.9% | +35.3% | +24.5% |
| YTD | -20.1% | -31.2% | +11.1% | -11.4% |
| 1Y | -32.8% | -16.4% | -16.4% | -30.3% |
| 3Y | +8.6% | -4.4% | +13.0% | +4.3% |
| 5Y | -4.5% | +6.7% | -11.1% | -16.3% |
| All | +39.1% | -18.5% | +57.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling