+5,083.9%
LITE vs ODFL
+741.9%
+4,341.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -6.3% | +4.7% | +1.3% |
| 30D | +6.7% | -13.6% | +20.3% | +13.9% |
| 3M | -6.8% | -24.2% | +17.4% | +4.7% |
| 6M | +29.4% | -13.8% | +43.2% | +36.0% |
| YTD | +139.1% | +19.0% | +120.0% | +114.8% |
| 1Y | +521.0% | +25.7% | +495.3% | +439.5% |
| 3Y | +1,535.3% | -13.1% | +1,548.4% | +1,529.0% |
| 5Y | +889.8% | +26.7% | +863.2% | +681.0% |
| 10Y | +2,400.7% | +721.5% | +1,679.2% | +715.5% |
| All | +5,083.9% | +741.9% | +4,341.9% | +1,538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling