+550.4%
ODFL vs LII
+166.2%
+384.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -5.4% | +0.4% | -5.9% | -5.6% |
| 30D | -7.7% | -2.4% | -5.3% | -6.7% |
| 3M | -20.8% | -17.5% | -3.3% | -13.1% |
| 6M | -15.0% | -32.8% | +17.8% | +1.1% |
| YTD | +7.6% | -27.7% | +35.3% | +22.4% |
| 1Y | +22.7% | -28.1% | +50.8% | +40.0% |
| 3Y | -12.9% | -9.7% | -3.2% | -14.2% |
| 5Y | -0.1% | +19.5% | -19.6% | -17.7% |
| 10Y | +550.4% | +170.6% | +379.8% | +262.2% |
| All | +550.4% | +166.2% | +384.2% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling