+4,710.7%
ODFL vs LYV
+1,446.8%
+3,263.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.3% | -1.9% | -1.3% | -2.7% |
| 30D | -15.3% | -8.2% | -7.1% | -13.1% |
| 3M | -27.3% | -1.3% | -26.1% | -27.2% |
| 6M | -4.5% | +2.6% | -7.1% | -5.8% |
| YTD | +15.1% | +19.4% | -4.3% | +8.1% |
| 1Y | +21.1% | -2.2% | +23.3% | +20.4% |
| 3Y | -14.1% | +106.0% | -120.1% | -32.7% |
| 5Y | +26.6% | +97.7% | -71.1% | -3.1% |
| 10Y | +736.4% | +560.5% | +175.9% | +295.1% |
| All | +4,710.7% | +1,446.8% | +3,263.9% | +1,448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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