+278.8%
ODFL vs LBRT
-16.2%
+295.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.6% |
| 7D | -3.0% | -11.9% | +8.9% | -1.7% |
| 30D | -6.1% | -31.9% | +25.9% | -2.1% |
| 3M | -20.9% | -34.9% | +14.0% | -17.3% |
| 6M | -13.6% | -60.7% | +47.1% | -4.5% |
| YTD | +9.4% | -29.2% | +38.7% | +10.7% |
| 1Y | +22.9% | -23.6% | +46.5% | +22.8% |
| 3Y | -9.8% | -26.8% | +17.0% | -12.2% |
| 5Y | -0.4% | +16.3% | -16.7% | -10.6% |
| All | +278.8% | -16.2% | +295.0% | +213.5% |
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