+312.0%
ODFL vs LBRT
+33.5%
+278.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -6.3% | +8.3% | -14.5% | -7.2% |
| 30D | -13.6% | +6.1% | -19.7% | -14.4% |
| 3M | -24.2% | -34.8% | +10.6% | -20.6% |
| 6M | -13.8% | -24.8% | +11.0% | -11.9% |
| YTD | +19.0% | +12.2% | +6.8% | +14.6% |
| 1Y | +25.7% | +94.0% | -68.3% | +10.7% |
| 3Y | -13.1% | +31.3% | -44.4% | -20.9% |
| 5Y | +26.7% | +111.8% | -85.2% | +5.9% |
| All | +312.0% | +33.5% | +278.6% | +224.4% |
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