+261.9%
LDOS vs JBHT
+207.9%
+54.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -2.8% | +1.7% | -4.5% | -3.3% |
| 30D | +13.6% | -1.2% | +14.8% | +13.9% |
| 3M | +4.2% | -17.1% | +21.4% | +9.2% |
| 6M | -8.2% | -4.4% | -3.8% | -8.4% |
| YTD | -24.1% | +17.5% | -41.6% | -29.5% |
| 1Y | -31.2% | +32.6% | -63.8% | -38.6% |
| 3Y | +35.0% | +33.0% | +2.0% | +16.7% |
| 5Y | +52.6% | +20.3% | +32.3% | +32.7% |
| 10Y | +261.9% | +209.1% | +52.8% | +111.8% |
| All | +261.9% | +207.9% | +54.0% | +111.8% |
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