+28.9%
JBHT vs LH
+78.8%
-49.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | -3.1% | +16.6% | -19.6% | -8.8% |
| 3M | -19.5% | +16.0% | -35.5% | -24.4% |
| 6M | -9.6% | +42.0% | -51.6% | -22.4% |
| YTD | +13.3% | +45.9% | -32.6% | -3.9% |
| 1Y | +29.7% | +46.4% | -16.7% | +9.7% |
| All | +28.9% | +78.8% | -49.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling