-1.4%
LEN vs JBHT
+15.0%
-16.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +1.0% |
| 7D | +7.2% | -1.4% | +8.6% | +7.9% |
| 30D | +19.1% | -3.1% | +22.2% | +20.7% |
| 3M | +4.9% | -19.5% | +24.4% | +14.6% |
| 6M | +7.6% | -9.6% | +17.2% | +10.3% |
| YTD | -8.9% | +13.3% | -22.2% | -16.5% |
| 1Y | -22.7% | +29.7% | -52.4% | -33.7% |
| 3Y | -16.8% | +28.3% | -45.1% | -30.6% |
| 5Y | -1.4% | +18.5% | -19.8% | -18.1% |
| All | -1.4% | +15.0% | -16.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling