+41.3%
LDOS vs JBHT
+47.5%
-6.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | -5.4% | +4.9% | -10.3% | -6.1% |
| 30D | +4.9% | +0.6% | +4.3% | +4.7% |
| 3M | +7.2% | -3.2% | +10.4% | +7.5% |
| 6M | -24.2% | +17.0% | -41.2% | -26.6% |
| YTD | -25.8% | +41.7% | -67.5% | -30.8% |
| 1Y | -24.7% | +90.0% | -114.7% | -33.9% |
| All | +41.3% | +47.5% | -6.3% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling