+18.5%
JBHT vs LPLA
+79.1%
-60.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.7% |
| 7D | -1.4% | +7.6% | -9.0% | -3.1% |
| 30D | -3.1% | -9.5% | +6.4% | -1.0% |
| 3M | -19.5% | -16.3% | -3.2% | -16.4% |
| 6M | -9.6% | -8.0% | -1.6% | -8.5% |
| YTD | +13.3% | -15.5% | +28.8% | +16.4% |
| 1Y | +29.7% | -19.4% | +49.1% | +34.8% |
| 3Y | +28.3% | +39.7% | -11.4% | +13.2% |
| 5Y | +18.5% | +83.0% | -64.5% | -8.1% |
| All | +18.5% | +79.1% | -60.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling