+258.8%
LDOS vs JBHT
+194.3%
+64.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.1% |
| 7D | -3.7% | -1.4% | -2.3% | -3.3% |
| 30D | +16.4% | -3.1% | +19.5% | +17.3% |
| 3M | +7.4% | -19.5% | +27.0% | +13.5% |
| 6M | -0.3% | -9.6% | +9.2% | +1.2% |
| YTD | -24.0% | +13.3% | -37.3% | -28.7% |
| 1Y | -29.6% | +29.7% | -59.3% | -36.8% |
| 3Y | +35.1% | +28.3% | +6.8% | +18.0% |
| 5Y | +52.9% | +18.5% | +34.4% | +33.1% |
| All | +258.8% | +194.3% | +64.5% | +112.6% |
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