+29.7%
ODFL vs LTH
+79.8%
-50.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | +5.8% | -1.3% | +7.1% | +6.1% |
| 30D | -5.3% | +15.7% | -21.0% | -9.2% |
| 3M | -19.0% | +5.0% | -24.0% | -20.2% |
| 6M | -7.5% | +37.7% | -45.2% | -16.2% |
| YTD | +11.8% | +75.0% | -63.2% | -8.4% |
| 1Y | +29.7% | +82.6% | -53.0% | +4.6% |
| All | +29.7% | +79.8% | -50.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling