+50.7%
LLY vs ODFL
+21.5%
+29.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.7% |
| 30D | -8.6% | -14.3% | +5.6% | -6.9% |
| 3M | -1.6% | -26.7% | +25.1% | +2.4% |
| 6M | +11.8% | -7.5% | +19.3% | +13.0% |
| YTD | +5.1% | +16.5% | -11.4% | +7.1% |
| 1Y | +50.7% | +23.5% | +27.2% | +54.3% |
| All | +50.7% | +21.5% | +29.2% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling