+187.8%
JBHT vs LH
+263.9%
-76.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -2.3% | +17.5% | -19.8% | -8.8% |
| 3M | -18.5% | +16.1% | -34.5% | -23.7% |
| 6M | -11.3% | +43.4% | -54.6% | -24.3% |
| YTD | +12.6% | +47.2% | -34.6% | -5.1% |
| 1Y | +29.8% | +50.1% | -20.4% | +8.4% |
| 3Y | +28.1% | +81.2% | -53.1% | -2.1% |
| 5Y | +17.7% | +63.7% | -46.0% | -7.9% |
| All | +187.8% | +263.9% | -76.1% | +61.5% |
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