-14.8%
LBRT vs JBHT
+109.4%
-124.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.1% | -12.3% | -11.7% |
| 7D | -25.3% | +1.7% | -27.0% | -26.0% |
| 30D | -32.9% | -1.2% | -31.7% | -32.9% |
| 3M | -33.3% | -17.1% | -16.2% | -28.2% |
| 6M | -61.0% | -4.4% | -56.6% | -61.4% |
| YTD | -28.0% | +17.5% | -45.5% | -37.2% |
| 1Y | -21.5% | +32.6% | -54.1% | -35.9% |
| 3Y | -31.5% | +33.0% | -64.5% | -46.7% |
| 5Y | +12.3% | +20.3% | -8.0% | -11.1% |
| All | -14.8% | +109.4% | -124.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling