+222.0%
LHX vs ODFL
+742.1%
-520.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.3% | -3.3% | -1.0% | -3.5% |
| 30D | -15.1% | -15.3% | +0.1% | -11.9% |
| 3M | -21.0% | -27.3% | +6.4% | -15.1% |
| 6M | -32.0% | -4.5% | -27.5% | -31.8% |
| YTD | -15.3% | +15.1% | -30.5% | -19.4% |
| 1Y | -11.1% | +21.1% | -32.1% | -16.6% |
| 3Y | +54.0% | -14.1% | +68.1% | +52.5% |
| 5Y | +17.1% | +26.6% | -9.5% | -1.7% |
| All | +222.0% | +742.1% | -520.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling