-51.2%
LULU vs ODFL
+28.2%
-79.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.1% | -17.4% | -17.4% |
| 7D | -16.7% | -6.3% | -10.4% | -14.9% |
| 30D | -18.5% | -13.6% | -4.9% | -14.4% |
| 3M | -19.5% | -24.2% | +4.7% | -11.3% |
| 6M | -41.9% | -13.8% | -28.1% | -39.5% |
| YTD | -51.6% | +19.0% | -70.6% | -55.0% |
| 1Y | -51.2% | +25.7% | -76.9% | -56.3% |
| All | -51.2% | +28.2% | -79.3% | -56.3% |
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