+19.1%
ODFL vs LTH
+186.8%
-167.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | -6.3% | +17.7% | -24.0% | -9.8% |
| 3M | -18.5% | +8.5% | -26.9% | -20.1% |
| 6M | -12.4% | +46.9% | -59.3% | -20.1% |
| YTD | +9.2% | +78.8% | -69.6% | -5.2% |
| 1Y | +23.0% | +84.9% | -61.9% | +5.9% |
| 3Y | -11.6% | +246.4% | -258.0% | -34.3% |
| 5Y | +0.1% | +129.6% | -129.4% | -28.6% |
| All | +19.1% | +186.8% | -167.7% | -13.3% |
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