+22.6%
LII vs JBHT
+15.0%
+7.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.8% |
| 30D | -4.6% | -3.1% | -1.5% | -3.2% |
| 3M | -21.7% | -19.5% | -2.1% | -14.8% |
| 6M | -32.8% | -9.6% | -23.2% | -31.0% |
| YTD | -27.5% | +13.3% | -40.8% | -32.7% |
| 1Y | -28.0% | +29.7% | -57.7% | -37.0% |
| 3Y | -7.2% | +28.3% | -35.5% | -21.4% |
| 5Y | +22.6% | +18.5% | +4.1% | +1.8% |
| All | +22.6% | +15.0% | +7.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling