+314.6%
ODFL vs LBRT
+38.7%
+275.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.1% |
| 7D | +0.2% | +6.9% | -6.8% | -0.7% |
| 30D | -13.4% | +7.8% | -21.2% | -14.4% |
| 3M | -24.2% | -25.3% | +1.1% | -22.0% |
| 6M | -3.3% | -19.6% | +16.2% | -2.2% |
| YTD | +19.8% | +17.2% | +2.6% | +14.6% |
| 1Y | +24.5% | +114.1% | -89.6% | +8.3% |
| 3Y | -9.6% | +27.0% | -36.7% | -17.4% |
| 5Y | +28.0% | +128.3% | -100.3% | +6.1% |
| All | +314.6% | +38.7% | +275.8% | +224.8% |
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