-80.4%
LYFT vs ODFL
+282.3%
-362.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -3.3% | -5.1% | -6.7% |
| 30D | -7.6% | -15.3% | +7.7% | +0.7% |
| 3M | +11.7% | -27.3% | +39.1% | +31.2% |
| 6M | +15.1% | -4.5% | +19.6% | +14.8% |
| YTD | -20.9% | +15.1% | -36.1% | -30.1% |
| 1Y | -16.4% | +21.1% | -37.5% | -29.1% |
| 3Y | +35.2% | -14.1% | +49.3% | +35.0% |
| 5Y | -69.4% | +26.6% | -96.0% | -76.9% |
| All | -80.4% | +282.3% | -362.7% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling