-39.2%
OWL vs LYFT
-19.5%
-19.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.7% |
| 7D | -10.1% | -8.4% | -1.8% | -8.2% |
| 30D | -11.9% | -7.6% | -4.3% | -10.3% |
| 3M | +10.7% | +11.7% | -1.0% | +7.9% |
| 6M | +22.1% | +15.1% | +7.0% | +18.2% |
| YTD | -24.8% | -20.9% | -3.9% | -23.2% |
| 1Y | -39.2% | -16.4% | -22.8% | -37.7% |
| All | -39.2% | -19.5% | -19.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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