+2,934.4%
LII vs JBHT
+7,373.4%
-4,439.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +7.9% | +1.7% | +6.2% | +7.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.1% |
| 3M | -19.3% | -17.1% | -2.2% | -14.4% |
| 6M | -29.8% | -4.4% | -25.5% | -29.4% |
| YTD | -25.4% | +17.5% | -42.9% | -30.3% |
| 1Y | -26.2% | +32.6% | -58.8% | -34.0% |
| 3Y | -4.5% | +33.0% | -37.5% | -16.8% |
| 5Y | +26.7% | +20.3% | +6.3% | +13.0% |
| 10Y | +179.5% | +209.1% | -29.6% | +74.1% |
| All | +2,934.4% | +7,373.4% | -4,439.0% | +843.8% |
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 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