+75.6%
JBHT vs LCID
-97.1%
+172.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.6% | +8.0% | -2.8% |
| 7D | -1.4% | -6.9% | +5.5% | -1.0% |
| 30D | -3.1% | -28.4% | +25.3% | -1.1% |
| 3M | -19.5% | -55.5% | +36.0% | -15.5% |
| 6M | -9.6% | -52.3% | +42.7% | -6.5% |
| YTD | +13.3% | -71.8% | +85.1% | +20.6% |
| 1Y | +29.7% | -82.7% | +112.4% | +42.3% |
| 3Y | +28.3% | -93.5% | +121.9% | +45.2% |
| 5Y | +18.5% | -99.3% | +117.8% | +43.1% |
| All | +75.6% | -97.1% | +172.7% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling