+19.9%
ODFL vs LTH
+174.8%
-154.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +1.6% |
| 7D | +0.6% | -4.6% | +5.3% | +1.7% |
| 30D | -6.3% | +14.8% | -21.1% | -9.3% |
| 3M | -19.1% | +3.9% | -23.0% | -20.0% |
| 6M | -9.9% | +35.5% | -45.4% | -16.4% |
| YTD | +9.9% | +71.3% | -61.4% | -3.7% |
| 1Y | +24.4% | +75.7% | -51.3% | +8.3% |
| 3Y | -11.0% | +231.9% | -242.9% | -33.2% |
| 5Y | -1.4% | +130.5% | -131.9% | -28.6% |
| All | +19.9% | +174.8% | -154.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling