-9.1%
ODFL vs LBRT
-27.1%
+17.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +5.8% | +9.2% | -3.4% | +4.7% |
| 30D | -5.3% | -27.5% | +22.2% | -2.0% |
| 3M | -19.0% | -37.9% | +18.9% | -14.6% |
| 6M | -7.5% | -60.7% | +53.2% | +3.9% |
| YTD | +11.8% | -28.5% | +40.3% | +9.9% |
| 1Y | +29.7% | -13.2% | +42.9% | +22.2% |
| 3Y | -9.1% | -28.8% | +19.6% | -14.1% |
| All | -9.1% | -27.1% | +17.9% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling