-22.5%
LBRT vs JBHT
+100.6%
-123.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.0% | +5.7% |
| 7D | -29.1% | -1.6% | -27.6% | -28.6% |
| 30D | -38.4% | -2.3% | -36.1% | -37.9% |
| 3M | -40.1% | -18.5% | -21.6% | -34.9% |
| 6M | -62.9% | -11.3% | -51.6% | -61.8% |
| YTD | -34.5% | +12.6% | -47.1% | -41.6% |
| 1Y | -30.2% | +29.8% | -60.0% | -42.4% |
| 3Y | -37.5% | +28.1% | -65.6% | -50.4% |
| 5Y | +7.6% | +17.7% | -10.1% | -14.1% |
| All | -22.5% | +100.6% | -123.1% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling