+185.2%
JBHT vs LH
+259.5%
-74.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.5% |
| 7D | +0.4% | +4.6% | -4.1% | -1.4% |
| 30D | -2.0% | +19.1% | -21.1% | -9.0% |
| 3M | -16.3% | +16.7% | -33.0% | -21.9% |
| 6M | -8.2% | +47.0% | -55.3% | -22.5% |
| YTD | +16.3% | +49.3% | -33.0% | -2.5% |
| 1Y | +32.2% | +48.6% | -16.4% | +10.9% |
| 3Y | +34.4% | +87.8% | -53.5% | +1.1% |
| 5Y | +20.3% | +65.0% | -44.7% | -6.2% |
| 10Y | +185.2% | +275.0% | -89.7% | +54.8% |
| All | +185.2% | +259.5% | -74.2% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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