+27.7%
ODFL vs LEN
-21.9%
+49.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | -1.7% |
| 7D | +3.5% | +10.5% | -7.0% | -0.7% |
| 30D | 0.0% | +24.6% | -24.6% | -8.9% |
| 3M | -18.1% | +6.6% | -24.7% | -20.5% |
| 6M | -6.4% | +10.6% | -17.0% | -11.4% |
| YTD | +14.9% | -8.3% | +23.2% | +18.8% |
| 1Y | +27.7% | -22.5% | +50.2% | +40.4% |
| All | +27.7% | -21.9% | +49.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling