+173.8%
JBHT vs LH
+263.7%
-89.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -0.4% | +18.7% | -19.1% | -7.4% |
| 3M | -17.3% | +15.3% | -32.7% | -22.4% |
| 6M | -3.5% | +45.4% | -48.9% | -18.1% |
| YTD | +18.0% | +49.5% | -31.5% | -1.1% |
| 1Y | +35.5% | +41.4% | -5.9% | +16.2% |
| 3Y | +34.8% | +87.6% | -52.9% | +1.4% |
| 5Y | +19.7% | +53.8% | -34.0% | -3.9% |
| All | +173.8% | +263.7% | -89.9% | +51.9% |
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