+568.2%
ODFL vs LSCC
+1,281.8%
-713.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.4% | -5.1% |
| 7D | -4.4% | +13.0% | -17.4% | -7.6% |
| 30D | -6.1% | -19.8% | +13.7% | -1.7% |
| 3M | -21.9% | -18.4% | -3.5% | -19.0% |
| 6M | -17.6% | -16.1% | -1.5% | -16.7% |
| YTD | +5.6% | +42.7% | -37.1% | -8.8% |
| 1Y | +20.5% | +68.0% | -47.5% | -0.6% |
| 3Y | -14.8% | +85.8% | -100.7% | -35.9% |
| 5Y | -3.0% | +28.0% | -31.0% | -24.5% |
| All | +568.2% | +1,281.8% | -713.6% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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