+27.1%
ODFL vs LH
+23.7%
+3.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +1.5% |
| 7D | -2.8% | -7.4% | +4.6% | +1.1% |
| 30D | -13.7% | -4.6% | -9.1% | -11.6% |
| 3M | -23.4% | +14.5% | -37.9% | -29.1% |
| 6M | -7.2% | +14.8% | -22.0% | -14.3% |
| YTD | +15.6% | +23.3% | -7.6% | +2.8% |
| 1Y | +24.2% | +13.6% | +10.6% | +14.6% |
| 3Y | -12.8% | +56.3% | -69.1% | -33.6% |
| 5Y | +27.1% | +25.2% | +1.9% | +6.3% |
| All | +27.1% | +23.7% | +3.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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