-26.4%
LBRT vs JBHT
+102.0%
-128.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.6% | -10.1% | -12.0% |
| 7D | -34.8% | -1.4% | -33.4% | -34.3% |
| 30D | -43.6% | -3.1% | -40.5% | -42.9% |
| 3M | -41.2% | -19.5% | -21.7% | -35.7% |
| 6M | -66.1% | -9.6% | -56.5% | -65.4% |
| YTD | -37.9% | +13.3% | -51.2% | -44.8% |
| 1Y | -33.9% | +29.7% | -63.6% | -45.4% |
| 3Y | -40.9% | +28.3% | -69.2% | -53.1% |
| 5Y | +2.1% | +18.5% | -16.4% | -18.8% |
| All | -26.4% | +102.0% | -128.4% | -60.7% |
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