-14.1%
ODFL vs LUMN
+385.3%
-399.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -3.3% | +2.5% | -5.8% | -3.4% |
| 30D | -15.3% | +10.3% | -25.6% | -15.9% |
| 3M | -27.3% | -18.3% | -9.1% | -26.5% |
| 6M | -4.5% | +4.4% | -8.9% | -5.3% |
| YTD | +15.1% | -10.7% | +25.8% | +14.5% |
| 1Y | +21.1% | +14.0% | +7.1% | +17.1% |
| 3Y | -14.1% | +406.6% | -420.7% | -27.3% |
| All | -14.1% | +385.3% | -399.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 3y: compounded portfolio wealth divided by compounded LUMN 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…
3y analysis · Full analysis span regression · 6 months rolling