+95.6%
LLY vs ODFL
-11.6%
+107.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -5.1% | -13.4% | +8.4% | -3.0% |
| 3M | -2.1% | -24.2% | +22.1% | +2.0% |
| 6M | +13.8% | -3.3% | +17.2% | +14.1% |
| YTD | +5.1% | +19.8% | -14.7% | +2.0% |
| 1Y | +53.1% | +24.5% | +28.6% | +47.5% |
| 3Y | +95.6% | -9.6% | +105.3% | +96.8% |
| All | +95.6% | -11.6% | +107.3% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling