+30.9%
OWL vs LYV
+136.6%
-105.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -10.1% | -1.9% | -8.2% | -9.4% |
| 30D | -11.9% | -8.2% | -3.7% | -8.8% |
| 3M | +10.7% | -1.3% | +12.0% | +10.9% |
| 6M | +22.1% | +2.6% | +19.5% | +19.5% |
| YTD | -24.8% | +19.4% | -44.2% | -31.6% |
| 1Y | -39.2% | -2.2% | -37.0% | -39.9% |
| 3Y | +1.7% | +106.0% | -104.3% | -25.8% |
| 5Y | -15.5% | +97.7% | -113.2% | -35.8% |
| All | +30.9% | +136.6% | -105.7% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling