+265.6%
ODFL vs LBRT
-22.5%
+288.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.0% |
| 7D | -4.4% | -29.1% | +24.7% | -0.7% |
| 30D | -6.1% | -38.4% | +32.3% | -0.9% |
| 3M | -21.9% | -40.1% | +18.2% | -17.5% |
| 6M | -17.6% | -62.9% | +45.3% | -8.2% |
| YTD | +5.6% | -34.5% | +40.1% | +7.8% |
| 1Y | +20.5% | -30.2% | +50.7% | +21.7% |
| 3Y | -14.8% | -37.5% | +22.7% | -15.5% |
| 5Y | -3.0% | +7.6% | -10.6% | -12.1% |
| All | +265.6% | -22.5% | +288.1% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling