-12.3%
LUV vs ODFL
+25.4%
-37.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -1.0% | -3.3% | +2.3% | +0.1% |
| 30D | -12.4% | -15.3% | +2.9% | -7.4% |
| 3M | -11.0% | -27.3% | +16.3% | -1.2% |
| 6M | -5.0% | -4.5% | -0.5% | -4.1% |
| YTD | -3.8% | +15.1% | -18.9% | -9.0% |
| 1Y | +25.9% | +21.1% | +4.8% | +16.7% |
| 3Y | +42.2% | -14.1% | +56.3% | +41.0% |
| All | -12.3% | +25.4% | -37.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling