+168.9%
LII vs JBHT
+183.5%
-14.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -1.7% | -0.1% | -1.6% | -1.5% |
| 3M | -18.3% | -14.0% | -4.2% | -13.9% |
| 6M | -32.3% | -5.1% | -27.2% | -31.8% |
| YTD | -27.1% | +18.0% | -45.1% | -32.9% |
| 1Y | -27.2% | +36.5% | -63.7% | -36.9% |
| 3Y | -8.9% | +34.8% | -43.7% | -23.2% |
| 5Y | +19.7% | +21.4% | -1.8% | +3.3% |
| 10Y | +168.9% | +178.0% | -9.1% | +69.6% |
| All | +168.9% | +183.5% | -14.6% | +69.6% |
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 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