+18.5%
JBHT vs LH
+59.3%
-40.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | -19.5% | +16.0% | -35.5% | -24.6% |
| 6M | -9.6% | +42.0% | -51.6% | -22.5% |
| YTD | +13.3% | +45.9% | -32.6% | -4.1% |
| 1Y | +29.7% | +46.4% | -16.7% | +9.5% |
| 3Y | +28.3% | +79.0% | -50.7% | -1.7% |
| 5Y | +18.5% | +62.3% | -43.8% | -10.0% |
| All | +18.5% | +59.3% | -40.8% | -10.0% |
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