+30.9%
OWL vs LYFT
-67.8%
+98.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -10.1% | -8.4% | -1.8% | -8.5% |
| 30D | -11.9% | -7.6% | -4.3% | -10.5% |
| 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% | -21.9% |
| 1Y | -39.2% | -16.4% | -22.8% | -38.1% |
| 3Y | +1.7% | +35.2% | -33.5% | -13.1% |
| 5Y | -15.5% | -69.4% | +53.9% | -15.8% |
| All | +30.9% | -67.8% | +98.7% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling