+32,809.4%
ODFL vs LUMN
+205.2%
+32,604.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -15.3% | +10.3% | -25.6% | -16.6% |
| 3M | -27.3% | -18.3% | -9.1% | -25.6% |
| 6M | -4.5% | +4.4% | -8.9% | -6.5% |
| YTD | +15.1% | -10.7% | +25.8% | +13.6% |
| 1Y | +21.1% | +14.0% | +7.1% | +13.0% |
| 3Y | -14.1% | +406.6% | -420.7% | -47.9% |
| 5Y | +26.6% | -36.8% | +63.4% | +13.2% |
| 10Y | +736.4% | -56.2% | +792.6% | +636.9% |
| All | +32,809.4% | +205.2% | +32,604.3% | +20,474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling