+275.4%
LDOS vs JBHT
+272.5%
+2.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | -5.4% | +4.9% | -10.3% | -6.8% |
| 30D | +4.9% | +0.6% | +4.3% | +4.5% |
| 3M | +7.2% | -3.2% | +10.4% | +7.7% |
| 6M | -24.2% | +17.0% | -41.2% | -28.6% |
| YTD | -25.8% | +41.7% | -67.5% | -34.3% |
| 1Y | -24.7% | +90.0% | -114.7% | -40.0% |
| 3Y | +39.3% | +47.0% | -7.7% | +18.3% |
| 5Y | +43.3% | +58.3% | -15.0% | +14.1% |
| All | +275.4% | +272.5% | +2.9% | +106.2% |
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