+1,670.7%
LITE vs ODFL
+565.4%
+1,105.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.0% |
| 7D | +3.4% | -5.0% | +8.4% | +6.2% |
| 30D | -34.9% | -6.3% | -28.6% | -33.2% |
| 3M | -21.0% | -18.5% | -2.6% | -13.9% |
| 6M | -38.5% | -12.4% | -26.1% | -36.0% |
| YTD | +75.8% | +9.2% | +66.6% | +62.2% |
| 1Y | +156.7% | +23.0% | +133.7% | +122.7% |
| 3Y | +1,498.6% | -11.6% | +1,510.2% | +1,461.5% |
| 5Y | +610.9% | +0.1% | +610.8% | +520.3% |
| 10Y | +1,670.7% | +550.8% | +1,119.8% | +380.8% |
| All | +1,670.7% | +565.4% | +1,105.2% | +380.8% |
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