+184.7%
JBHT vs LH
+259.5%
-74.8%
-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 | +0.2% | +4.6% | -4.3% | -1.6% |
| 30D | -2.2% | +19.1% | -21.3% | -9.2% |
| 3M | -16.5% | +16.7% | -33.2% | -22.0% |
| 6M | -8.4% | +47.0% | -55.5% | -22.7% |
| YTD | +16.1% | +49.3% | -33.2% | -2.7% |
| 1Y | +31.9% | +48.6% | -16.7% | +10.7% |
| 3Y | +34.1% | +87.8% | -53.7% | +0.9% |
| 5Y | +20.1% | +65.0% | -44.9% | -6.4% |
| 10Y | +184.7% | +275.0% | -90.3% | +54.5% |
| All | +184.7% | +259.5% | -74.8% | +54.5% |
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