+490.8%
LITE vs ODFL
-3.3%
+494.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.9% |
| 7D | -35.9% | -4.4% | -31.5% | -34.8% |
| 30D | -51.5% | -6.1% | -45.4% | -50.6% |
| 3M | -35.7% | -21.9% | -13.9% | -29.9% |
| 6M | -43.0% | -17.6% | -25.4% | -39.8% |
| YTD | +46.1% | +5.6% | +40.5% | +37.7% |
| 1Y | +124.7% | +20.5% | +104.2% | +99.6% |
| 3Y | +1,172.1% | -14.8% | +1,186.9% | +1,161.5% |
| All | +490.8% | -3.3% | +494.1% | +403.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling