+90.0%
JBHT vs LUMN
+42.5%
+47.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.9% |
| 7D | +4.9% | +12.1% | -7.2% | +4.3% |
| 30D | +0.6% | +11.3% | -10.8% | 0.0% |
| 3M | -3.2% | -31.6% | +28.4% | -1.9% |
| 6M | +17.0% | -2.7% | +19.7% | +17.2% |
| YTD | +41.7% | -12.9% | +54.5% | +41.4% |
| 1Y | +90.0% | +36.2% | +53.8% | +102.0% |
| All | +90.0% | +42.5% | +47.5% | +102.0% |
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