+27.1%
ODFL vs LEN
-13.7%
+40.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | +1.0% |
| 7D | -2.8% | -7.8% | +5.0% | +1.1% |
| 30D | -13.7% | -11.0% | -2.6% | -8.7% |
| 3M | -23.4% | -12.8% | -10.6% | -18.6% |
| 6M | -7.2% | -20.2% | +13.0% | +2.9% |
| YTD | +15.6% | -23.0% | +38.7% | +29.9% |
| 1Y | +24.2% | -41.8% | +66.0% | +59.7% |
| 3Y | -12.8% | -28.8% | +16.0% | -4.2% |
| 5Y | +27.1% | -12.6% | +39.7% | +16.6% |
| All | +27.1% | -13.7% | +40.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling