+7,700.9%
LHX vs JBHT
+11,637.0%
-3,936.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | -2.0% | +4.9% | -6.8% | -3.0% |
| 30D | -9.9% | +0.6% | -10.5% | -10.2% |
| 3M | -16.5% | -3.2% | -13.3% | -16.2% |
| 6M | -29.6% | +17.0% | -46.5% | -32.4% |
| YTD | -11.6% | +41.7% | -53.2% | -18.6% |
| 1Y | -4.1% | +90.0% | -94.1% | -17.8% |
| 3Y | +53.3% | +47.0% | +6.3% | +36.3% |
| 5Y | +22.3% | +58.3% | -36.0% | +5.1% |
| 10Y | +231.9% | +273.9% | -42.0% | +133.4% |
| All | +7,700.9% | +11,637.0% | -3,936.1% | +2,594.6% |
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