-4.0%
LII vs JBHT
+33.0%
-37.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +7.9% | +1.7% | +6.2% | +7.2% |
| 30D | -0.6% | -1.2% | +0.6% | -0.1% |
| 3M | -19.3% | -17.1% | -2.2% | -14.1% |
| 6M | -29.8% | -4.4% | -25.5% | -29.7% |
| YTD | -25.4% | +17.5% | -42.9% | -31.0% |
| 1Y | -26.2% | +32.6% | -58.8% | -34.8% |
| All | -4.0% | +33.0% | -37.0% | -21.4% |
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