+170.7%
LII vs JBHT
+272.5%
-101.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.7% | 0.0% |
| 7D | -0.7% | +4.9% | -5.6% | -2.7% |
| 30D | -12.6% | +0.6% | -13.2% | -13.0% |
| 3M | -24.4% | -3.2% | -21.2% | -23.8% |
| 6M | -28.7% | +17.0% | -45.7% | -33.7% |
| YTD | -19.1% | +41.7% | -60.8% | -30.5% |
| 1Y | -29.7% | +90.0% | -119.7% | -47.1% |
| 3Y | +4.8% | +47.0% | -42.2% | -14.1% |
| 5Y | +24.6% | +58.3% | -33.8% | -2.8% |
| All | +170.7% | +272.5% | -101.8% | +51.3% |
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 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