-26.6%
OWL vs LYB
+47.4%
-74.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +2.8% |
| 7D | +10.1% | -6.2% | +16.3% | +9.7% |
| 30D | +18.7% | +6.3% | +12.4% | +18.9% |
| 3M | -6.2% | +4.1% | -10.3% | -6.1% |
| 6M | +9.8% | -15.5% | +25.3% | +10.4% |
| YTD | -24.2% | +50.2% | -74.4% | -30.9% |
| 1Y | -26.6% | +50.6% | -77.2% | -34.0% |
| All | -26.6% | +47.4% | -74.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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