+29.9%
ODFL vs LTH
+160.9%
-131.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -6.3% | -0.6% | -5.6% | -6.2% |
| 30D | -13.6% | -4.6% | -9.0% | -12.7% |
| 3M | -24.2% | +32.8% | -57.0% | -29.1% |
| 6M | -13.8% | +64.6% | -78.4% | -23.6% |
| YTD | +19.0% | +62.6% | -43.6% | +5.7% |
| 1Y | +25.7% | +49.9% | -24.3% | +13.4% |
| 3Y | -13.1% | +151.3% | -164.5% | -30.9% |
| All | +29.9% | +160.9% | -131.0% | -3.3% |
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 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