+59.9%
JBHT vs LH
+31.5%
+28.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.4% |
| 7D | +4.9% | -2.5% | +7.3% | +5.9% |
| 30D | +0.6% | +4.3% | -3.8% | -1.3% |
| 3M | -3.2% | +25.5% | -28.7% | -12.3% |
| 6M | +17.0% | +17.0% | 0.0% | +9.0% |
| YTD | +41.7% | +31.3% | +10.4% | +25.6% |
| 1Y | +90.0% | +20.0% | +70.0% | +74.4% |
| 3Y | +47.0% | +63.9% | -16.9% | +17.2% |
| All | +59.9% | +31.5% | +28.4% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling