+632.8%
LYB vs ODFL
+3,274.0%
-2,641.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | -3.3% | +3.5% | +1.9% |
| 30D | +2.5% | -15.3% | +17.7% | +10.8% |
| 3M | +1.4% | -27.3% | +28.7% | +17.5% |
| 6M | -3.5% | -4.5% | +1.0% | -5.1% |
| YTD | +52.0% | +15.1% | +36.8% | +34.5% |
| 1Y | +22.1% | +21.1% | +1.0% | +4.2% |
| 3Y | -22.8% | -14.1% | -8.7% | -25.2% |
| 5Y | -3.4% | +26.6% | -29.9% | -31.0% |
| 10Y | +47.4% | +736.4% | -689.0% | -68.1% |
| All | +632.8% | +3,274.0% | -2,641.2% | -38.6% |
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