+21.9%
ODFL vs LTH
+180.7%
-158.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +5.8% | -1.3% | +7.1% | +6.1% |
| 30D | -5.3% | +15.7% | -21.0% | -8.5% |
| 3M | -19.0% | +5.0% | -24.0% | -20.1% |
| 6M | -7.5% | +37.7% | -45.2% | -14.4% |
| YTD | +11.8% | +75.0% | -63.2% | -2.5% |
| 1Y | +29.7% | +82.6% | -53.0% | +11.9% |
| 3Y | -9.1% | +241.3% | -250.4% | -32.2% |
| 5Y | +0.2% | +135.4% | -135.2% | -27.8% |
| All | +21.9% | +180.7% | -158.8% | -10.9% |
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