+233.2%
LHX vs JBHT
+275.4%
-42.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.4% |
| 7D | -2.0% | +4.9% | -6.8% | -3.2% |
| 30D | -9.9% | +0.6% | -10.5% | -10.2% |
| 3M | -16.5% | -3.2% | -13.3% | -16.1% |
| 6M | -29.6% | +17.0% | -46.5% | -33.2% |
| YTD | -11.6% | +41.7% | -53.2% | -20.6% |
| 1Y | -4.1% | +90.0% | -94.1% | -21.5% |
| 3Y | +53.3% | +47.0% | +6.3% | +32.2% |
| 5Y | +22.3% | +58.3% | -36.0% | -1.2% |
| All | +233.2% | +275.4% | -42.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling