+19,438.3%
LLY vs ODFL
+30,665.2%
-11,226.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.0% |
| 7D | +6.6% | +5.8% | +0.8% | +6.2% |
| 30D | +19.4% | -5.3% | +24.8% | +19.9% |
| 3M | +19.6% | -19.0% | +38.5% | +21.2% |
| 6M | +42.6% | -7.5% | +50.0% | +43.1% |
| YTD | +35.0% | +11.8% | +23.2% | +33.6% |
| 1Y | +42.0% | +29.7% | +12.4% | +39.1% |
| 3Y | +140.5% | -9.1% | +149.6% | +139.5% |
| 5Y | +479.9% | +0.2% | +479.6% | +469.4% |
| 10Y | +2,059.2% | +566.3% | +1,493.0% | +1,789.4% |
| All | +19,438.3% | +30,665.2% | -11,226.9% | +14,424.6% |
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