+48.7%
LVS vs ODFL
+5,758.1%
-5,709.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.2% |
| 7D | -2.7% | -3.0% | +0.3% | -1.3% |
| 30D | -4.7% | -14.3% | +9.6% | +2.3% |
| 3M | -15.6% | -26.7% | +11.2% | -3.1% |
| 6M | -18.6% | -7.5% | -11.2% | -17.3% |
| YTD | -32.3% | +16.5% | -48.8% | -39.1% |
| 1Y | -18.0% | +23.5% | -41.5% | -29.2% |
| 3Y | -5.8% | -12.1% | +6.2% | -9.2% |
| 5Y | +5.7% | +28.9% | -23.2% | -21.4% |
| 10Y | 0.0% | +746.5% | -746.5% | -74.2% |
| All | +48.7% | +5,758.1% | -5,709.4% | -86.4% |
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