+11,070.5%
JBHT vs LUMN
+156.1%
+10,914.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | -2.0% | +10.3% | -12.3% | -3.7% |
| 3M | -6.3% | -18.3% | +12.0% | -3.8% |
| 6M | +29.0% | +4.4% | +24.7% | +26.2% |
| YTD | +39.9% | -10.7% | +50.6% | +38.0% |
| 1Y | +92.8% | +14.0% | +78.8% | +79.0% |
| 3Y | +51.2% | +406.6% | -355.4% | -15.2% |
| 5Y | +63.0% | -36.8% | +99.8% | +41.7% |
| 10Y | +280.7% | -56.2% | +336.8% | +225.5% |
| All | +11,070.5% | +156.1% | +10,914.3% | +5,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling