+32.6%
JBHT vs LUMN
-59.3%
+91.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.6% |
| 7D | +1.7% | -6.9% | +8.6% | +2.3% |
| 30D | -1.2% | -20.5% | +19.3% | +0.6% |
| 3M | -17.1% | -33.4% | +16.2% | -14.4% |
| 6M | -4.4% | -52.1% | +47.7% | +1.0% |
| YTD | +17.5% | -42.5% | +60.0% | +20.3% |
| 1Y | +32.6% | -57.6% | +90.2% | +41.3% |
| All | +32.6% | -59.3% | +91.9% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling