+33.5%
LBRT vs JBHT
+152.5%
-119.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.1% |
| 7D | +8.7% | +4.9% | +3.9% | +6.1% |
| 30D | +6.6% | +0.6% | +6.0% | +6.1% |
| 3M | -34.5% | -3.2% | -31.3% | -34.0% |
| 6M | -24.5% | +17.0% | -41.4% | -31.9% |
| YTD | +12.7% | +41.7% | -28.9% | -8.8% |
| 1Y | +94.8% | +90.0% | +4.9% | +30.2% |
| 3Y | +31.9% | +47.0% | -15.1% | -0.5% |
| 5Y | +111.8% | +58.3% | +53.5% | +46.5% |
| All | +33.5% | +152.5% | -119.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded JBHT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling