+10,331.5%
LEN vs JBHT
+11,637.0%
-1,305.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -3.2% | +4.9% | -8.1% | -4.9% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | -8.5% | -3.2% | -5.3% | -7.9% |
| 6M | -20.7% | +17.0% | -37.6% | -25.8% |
| YTD | -17.4% | +41.7% | -59.1% | -28.1% |
| 1Y | -38.2% | +90.0% | -128.2% | -52.4% |
| 3Y | -24.9% | +47.0% | -71.9% | -37.1% |
| 5Y | -11.4% | +58.3% | -69.8% | -28.6% |
| 10Y | +110.0% | +273.9% | -163.9% | +22.8% |
| All | +10,331.5% | +11,637.0% | -1,305.5% | +2,602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling