-9.3%
LHX vs JBHT
+34.8%
-44.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.5% | -6.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | +9.7% | -1.2% | +10.8% | +9.7% |
| 3M | -8.5% | -17.1% | +8.6% | -7.0% |
| 6M | -15.1% | -4.4% | -10.7% | -16.3% |
| YTD | -10.4% | +17.5% | -27.9% | -16.0% |
| 1Y | -9.3% | +32.6% | -41.9% | -14.5% |
| All | -9.3% | +34.8% | -44.1% | -14.5% |
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