+1,587.5%
LITE vs ODFL
+573.4%
+1,014.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | -13.9% | -5.4% | -8.5% | -11.4% |
| 30D | -46.9% | -7.7% | -39.3% | -45.2% |
| 3M | -28.0% | -20.8% | -7.2% | -20.6% |
| 6M | -35.2% | -15.0% | -20.2% | -31.7% |
| YTD | +58.9% | +7.6% | +51.3% | +47.4% |
| 1Y | +125.3% | +22.7% | +102.6% | +95.4% |
| 3Y | +1,344.4% | -12.9% | +1,357.3% | +1,319.3% |
| 5Y | +541.2% | -0.1% | +541.2% | +458.5% |
| 10Y | +1,587.5% | +550.4% | +1,037.1% | +354.1% |
| All | +1,587.5% | +573.4% | +1,014.2% | +354.1% |
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