+562.5%
LITE vs ODFL
+0.3%
+562.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.1% |
| 7D | +10.8% | +5.8% | +4.9% | +8.6% |
| 30D | -33.4% | -5.3% | -28.1% | -32.3% |
| 3M | -32.2% | -19.0% | -13.3% | -27.0% |
| 6M | -42.1% | -7.5% | -34.6% | -41.4% |
| YTD | +61.9% | +11.8% | +50.1% | +49.6% |
| 1Y | +163.0% | +29.7% | +133.3% | +127.4% |
| 3Y | +1,358.0% | -9.1% | +1,367.2% | +1,312.8% |
| All | +562.5% | +0.3% | +562.2% | +463.0% |
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