+56.6%
LHX vs JBHT
+35.7%
+20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +5.3% | +4.2% | +1.1% | +4.9% |
| 30D | +15.8% | -0.4% | +16.2% | +15.8% |
| 3M | -6.1% | -17.3% | +11.3% | -4.3% |
| 6M | -11.4% | -3.5% | -7.9% | -11.7% |
| YTD | -6.3% | +18.0% | -24.3% | -9.1% |
| 1Y | -8.0% | +35.5% | -43.5% | -12.1% |
| All | +56.6% | +35.7% | +20.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling