+10,398.3%
JBHT vs LH
+1,382.1%
+9,016.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | +4.9% | -2.5% | +7.3% | +5.3% |
| 30D | +0.6% | +4.3% | -3.8% | -0.1% |
| 3M | -3.2% | +25.5% | -28.7% | -6.6% |
| 6M | +17.0% | +17.0% | 0.0% | +14.1% |
| YTD | +41.7% | +31.3% | +10.4% | +35.8% |
| 1Y | +90.0% | +20.0% | +70.0% | +84.3% |
| 3Y | +47.0% | +63.9% | -16.9% | +36.0% |
| 5Y | +58.3% | +30.9% | +27.5% | +50.7% |
| 10Y | +273.9% | +191.4% | +82.5% | +216.8% |
| All | +10,398.3% | +1,382.1% | +9,016.2% | +7,164.9% |
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 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