-4.6%
LEN vs JBHT
+17.1%
-21.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.8% |
| 7D | +2.1% | -1.6% | +3.7% | +2.8% |
| 30D | +16.6% | -2.3% | +18.8% | +17.8% |
| 3M | +5.3% | -18.5% | +23.8% | +14.3% |
| 6M | -0.8% | -11.3% | +10.5% | +2.7% |
| YTD | -11.7% | +12.6% | -24.3% | -18.9% |
| 1Y | -24.6% | +29.8% | -54.4% | -35.3% |
| 3Y | -18.7% | +28.1% | -46.8% | -32.1% |
| All | -4.6% | +17.1% | -21.6% | -20.3% |
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