-21.0%
LEN vs JBHT
+47.5%
-68.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | -3.2% | +4.9% | -8.1% | -5.1% |
| 30D | -4.9% | +0.6% | -5.5% | -5.4% |
| 3M | -8.5% | -3.2% | -5.3% | -7.8% |
| 6M | -20.7% | +17.0% | -37.6% | -26.6% |
| YTD | -17.4% | +41.7% | -59.1% | -29.7% |
| 1Y | -38.2% | +90.0% | -128.2% | -54.1% |
| All | -21.0% | +47.5% | -68.5% | -36.4% |
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