+178.0%
JBHT vs LPLA
+797.0%
-619.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +0.5% | -3.2% | +3.6% | +1.4% |
| 30D | -0.1% | -8.6% | +8.6% | +2.2% |
| 3M | -14.0% | -18.7% | +4.6% | -9.3% |
| 6M | -5.1% | +4.5% | -9.6% | -7.5% |
| YTD | +18.0% | -15.3% | +33.4% | +21.4% |
| 1Y | +36.5% | -19.9% | +56.4% | +42.7% |
| 3Y | +34.8% | +33.4% | +1.4% | +17.2% |
| 5Y | +21.4% | +87.4% | -66.0% | -9.1% |
| 10Y | +178.0% | +800.4% | -622.5% | +28.4% |
| All | +178.0% | +797.0% | -619.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling