+1,119.0%
LNG vs ODFL
+25,828.7%
-24,709.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.7% | -3.3% | -1.4% | -4.1% |
| 30D | +3.8% | -15.3% | +19.1% | +7.0% |
| 3M | +16.2% | -27.3% | +43.5% | +23.0% |
| 6M | +11.7% | -4.5% | +16.2% | +11.6% |
| YTD | +44.2% | +15.1% | +29.1% | +38.4% |
| 1Y | +18.6% | +21.1% | -2.5% | +12.3% |
| 3Y | +77.4% | -14.1% | +91.5% | +74.9% |
| 5Y | +232.3% | +26.6% | +205.7% | +196.0% |
| 10Y | +550.1% | +736.4% | -186.2% | +291.9% |
| All | +1,119.0% | +25,828.7% | -24,709.7% | +214.5% |
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