+29.3%
OWL vs LYB
+3.9%
+25.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.8% |
| 7D | -11.9% | -0.7% | -11.2% | -11.7% |
| 30D | -13.7% | +1.5% | -15.3% | -14.4% |
| 3M | +12.3% | -0.3% | +12.5% | +11.5% |
| 6M | +15.0% | +0.1% | +15.0% | +11.0% |
| YTD | -25.7% | +53.4% | -79.2% | -41.7% |
| 1Y | -39.5% | +25.6% | -65.1% | -48.2% |
| 3Y | +0.9% | -21.3% | +22.2% | +6.1% |
| 5Y | -16.5% | -2.4% | -14.1% | -19.5% |
| All | +29.3% | +3.9% | +25.4% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling