-0.4%
ODFL vs LDOS
+48.3%
-48.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.8% | -1.6% | +7.5% | +6.3% |
| 30D | -5.3% | +8.2% | -13.6% | -7.8% |
| 3M | -19.0% | -8.2% | -10.8% | -17.2% |
| 6M | -7.5% | +5.8% | -13.3% | -10.0% |
| YTD | +11.8% | -27.0% | +38.8% | +21.8% |
| 1Y | +29.7% | -31.0% | +60.6% | +44.3% |
| 3Y | -9.1% | +29.3% | -38.4% | -23.0% |
| All | -0.4% | +48.3% | -48.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 5y: compounded portfolio wealth divided by compounded LDOS 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…
5y analysis · Full analysis span regression · 6 months rolling