+31.6%
JBHT vs LTH
+184.4%
-152.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | -2.3% | +16.3% | -18.6% | -5.3% |
| 3M | -18.5% | +8.4% | -26.8% | -19.9% |
| 6M | -11.3% | +40.3% | -51.5% | -17.4% |
| YTD | +12.6% | +77.3% | -64.7% | -0.4% |
| 1Y | +29.8% | +88.0% | -58.2% | +13.5% |
| 3Y | +28.1% | +274.3% | -246.2% | -3.2% |
| 5Y | +17.7% | +142.9% | -125.2% | -11.6% |
| All | +31.6% | +184.4% | -152.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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