+280.5%
ODFL vs LBRT
-16.2%
+296.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.6% | +13.8% | -13.2% | -1.0% |
| 30D | -6.3% | -32.4% | +26.1% | -2.2% |
| 3M | -19.1% | -39.9% | +20.8% | -14.6% |
| 6M | -9.9% | -60.8% | +50.9% | -0.4% |
| YTD | +9.9% | -29.3% | +39.2% | +11.2% |
| 1Y | +24.4% | -18.9% | +43.3% | +23.3% |
| 3Y | -11.0% | -28.0% | +17.0% | -13.3% |
| 5Y | -1.4% | +26.6% | -28.0% | -12.4% |
| All | +280.5% | -16.2% | +296.8% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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