-22.5%
LEN vs JBHT
+34.8%
-57.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +6.7% |
| 7D | +10.5% | +1.7% | +8.8% | +9.8% |
| 30D | +24.6% | -1.2% | +25.8% | +25.1% |
| 3M | +6.6% | -17.1% | +23.8% | +13.5% |
| 6M | +10.6% | -4.4% | +15.0% | +7.5% |
| YTD | -8.3% | +17.5% | -25.8% | -24.1% |
| 1Y | -22.5% | +32.6% | -55.1% | -41.9% |
| All | -22.5% | +34.8% | -57.4% | -41.9% |
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