+8,297.6%
JBHT vs LH
+1,547.2%
+6,750.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -3.1% | +16.6% | -19.6% | -5.4% |
| 3M | -19.5% | +16.0% | -35.5% | -21.5% |
| 6M | -9.6% | +42.0% | -51.6% | -14.5% |
| YTD | +13.3% | +45.9% | -32.6% | +6.7% |
| 1Y | +29.7% | +46.4% | -16.7% | +22.0% |
| 3Y | +28.3% | +79.0% | -50.7% | +17.0% |
| 5Y | +18.5% | +62.3% | -43.8% | +9.2% |
| 10Y | +198.1% | +265.9% | -67.8% | +145.0% |
| All | +8,297.6% | +1,547.2% | +6,750.5% | +5,609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling