+273.3%
JBHT vs LPLA
+1,230.5%
-957.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +4.9% | -3.1% | +7.9% | +5.8% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | -3.2% | +23.2% | -26.4% | -9.3% |
| 6M | +17.0% | +15.5% | +1.4% | +11.0% |
| YTD | +41.7% | +0.9% | +40.8% | +39.3% |
| 1Y | +90.0% | +0.2% | +89.8% | +86.4% |
| 3Y | +47.0% | +55.2% | -8.2% | +23.2% |
| 5Y | +58.3% | +145.4% | -87.1% | +10.2% |
| All | +273.3% | +1,230.5% | -957.3% | +58.6% |
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