+187.8%
JBHT vs LPLA
+902.8%
-715.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.6% | +4.1% | -5.7% | -2.8% |
| 30D | -2.3% | -9.0% | +6.7% | 0.0% |
| 3M | -18.5% | -17.6% | -0.8% | -14.3% |
| 6M | -11.3% | -8.8% | -2.4% | -10.0% |
| YTD | +12.6% | -17.0% | +29.6% | +16.5% |
| 1Y | +29.8% | -20.4% | +50.2% | +35.9% |
| 3Y | +28.1% | +35.4% | -7.3% | +10.9% |
| 5Y | +17.7% | +79.7% | -62.1% | -10.6% |
| All | +187.8% | +902.8% | -715.0% | +32.3% |
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