+269.5%
JBHT vs LUMN
-55.8%
+325.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -2.0% | +10.3% | -12.3% | -3.0% |
| 3M | -6.3% | -18.3% | +12.0% | -4.7% |
| 6M | +29.0% | +4.4% | +24.7% | +27.3% |
| YTD | +39.9% | -10.7% | +50.6% | +38.9% |
| 1Y | +92.8% | +14.0% | +78.8% | +84.3% |
| 3Y | +51.2% | +406.6% | -355.4% | +6.3% |
| 5Y | +63.0% | -36.8% | +99.8% | +59.4% |
| All | +269.5% | -55.8% | +325.3% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling