-31.2%
LDOS vs JBHT
+34.8%
-66.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -2.8% | +1.7% | -4.5% | -2.9% |
| 30D | +13.6% | -1.2% | +14.8% | +13.6% |
| 3M | +4.2% | -17.1% | +21.4% | +5.4% |
| 6M | -8.2% | -4.4% | -3.8% | -8.8% |
| YTD | -24.1% | +17.5% | -41.6% | -29.4% |
| 1Y | -31.2% | +32.6% | -63.8% | -37.6% |
| All | -31.2% | +34.8% | -66.1% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling