+101.9%
ODFL vs LCID
-95.9%
+197.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -2.8% | -9.1% | +6.3% | -2.1% |
| 30D | -13.7% | -37.6% | +24.0% | -10.4% |
| 3M | -23.4% | -11.1% | -12.3% | -23.7% |
| 6M | -7.2% | -59.2% | +52.0% | -1.9% |
| YTD | +15.6% | -60.5% | +76.1% | +22.1% |
| 1Y | +24.2% | -78.5% | +102.7% | +37.3% |
| 3Y | -12.8% | -92.8% | +80.1% | +1.1% |
| 5Y | +27.1% | -97.9% | +125.0% | +58.3% |
| All | +101.9% | -95.9% | +197.8% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling