+1,533.3%
LITE vs ODFL
+615.5%
+917.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +9.1% |
| 7D | -12.9% | -3.0% | -9.9% | -11.4% |
| 30D | -46.0% | -6.1% | -39.9% | -44.6% |
| 3M | -33.0% | -20.9% | -12.1% | -26.1% |
| 6M | -34.0% | -13.6% | -20.4% | -31.0% |
| YTD | +61.7% | +9.4% | +52.3% | +49.1% |
| 1Y | +148.3% | +22.9% | +125.4% | +115.4% |
| 3Y | +1,408.5% | -9.8% | +1,418.3% | +1,358.8% |
| 5Y | +546.2% | -0.4% | +546.5% | +465.9% |
| 10Y | +1,533.3% | +592.4% | +940.9% | +422.3% |
| All | +1,533.3% | +615.5% | +917.8% | +422.3% |
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