-26.6%
OWL vs LYV
+25.0%
-51.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | +10.1% | +6.2% | +3.9% | +9.1% |
| 30D | +18.7% | +7.3% | +11.4% | +17.5% |
| 3M | -6.2% | -0.3% | -5.9% | -6.5% |
| 6M | +9.8% | +16.2% | -6.5% | +8.1% |
| YTD | -24.2% | +28.5% | -52.7% | -27.6% |
| 1Y | -26.6% | +21.5% | -48.1% | -29.2% |
| All | -26.6% | +25.0% | -51.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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