+1.7%
OWL vs LYB
-23.1%
+24.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | -10.1% | +0.3% | -10.4% | -10.2% |
| 30D | -11.9% | +2.5% | -14.4% | -12.6% |
| 3M | +10.7% | +1.4% | +9.3% | +9.8% |
| 6M | +22.1% | -3.5% | +25.6% | +20.3% |
| YTD | -24.8% | +52.0% | -76.8% | -39.0% |
| 1Y | -39.2% | +22.1% | -61.3% | -46.0% |
| 3Y | +1.7% | -22.8% | +24.5% | +7.8% |
| All | +1.7% | -23.1% | +24.9% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling