+7,805.6%
LHX vs JBHT
+9,226.7%
-1,421.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -6.4% | -1.6% | -4.8% | -6.1% |
| 30D | +11.2% | -2.3% | +13.5% | +11.7% |
| 3M | -9.8% | -18.5% | +8.7% | -6.3% |
| 6M | -13.2% | -11.3% | -2.0% | -11.8% |
| YTD | -10.4% | +12.6% | -22.9% | -13.7% |
| 1Y | -7.3% | +29.8% | -37.1% | -13.6% |
| 3Y | +51.5% | +28.1% | +23.4% | +38.3% |
| 5Y | +28.2% | +17.7% | +10.5% | +17.1% |
| 10Y | +232.4% | +196.1% | +36.3% | +144.7% |
| All | +7,805.6% | +9,226.7% | -1,421.2% | +2,755.5% |
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 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