-13.1%
ODFL vs LEN
-26.2%
+13.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -3.0% | -3.4% | +0.4% | -1.6% |
| 30D | -14.3% | -5.7% | -8.6% | -12.2% |
| 3M | -26.7% | -12.2% | -14.5% | -22.7% |
| 6M | -7.5% | -18.3% | +10.8% | +0.6% |
| YTD | +16.5% | -20.2% | +36.7% | +27.5% |
| 1Y | +23.5% | -40.1% | +63.6% | +52.9% |
| All | -13.1% | -26.2% | +13.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling