+34,131.0%
ODFL vs LH
+613.2%
+33,517.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -13.4% | +2.0% | -15.4% | -13.7% |
| 3M | -24.2% | +24.3% | -48.4% | -26.7% |
| 6M | -3.3% | +21.1% | -24.4% | -6.1% |
| YTD | +19.8% | +30.4% | -10.7% | +15.1% |
| 1Y | +24.5% | +18.4% | +6.2% | +21.2% |
| 3Y | -9.6% | +65.5% | -75.1% | -16.2% |
| 5Y | +28.0% | +29.9% | -1.8% | +22.5% |
| 10Y | +735.3% | +186.6% | +548.6% | +619.0% |
| All | +34,131.0% | +613.2% | +33,517.8% | +25,135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling