+30.7%
ODFL vs LTH
+156.3%
-125.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +0.2% | +1.5% | -1.4% | -0.2% |
| 30D | -13.4% | -3.1% | -10.4% | -12.9% |
| 3M | -24.2% | +28.1% | -52.3% | -28.5% |
| 6M | -3.3% | +67.4% | -70.7% | -14.7% |
| YTD | +19.8% | +59.8% | -40.0% | +6.8% |
| 1Y | +24.5% | +45.6% | -21.1% | +13.1% |
| 3Y | -9.6% | +162.0% | -171.6% | -28.8% |
| All | +30.7% | +156.3% | -125.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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