+361.3%
LIN vs JBHT
+272.5%
+88.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.8% |
| 7D | -2.1% | +4.9% | -7.0% | -3.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | -5.6% | -3.2% | -2.4% | -5.2% |
| 6M | -3.4% | +17.0% | -20.3% | -8.8% |
| YTD | +13.1% | +41.7% | -28.5% | +0.3% |
| 1Y | +2.5% | +90.0% | -87.5% | -18.4% |
| 3Y | +27.6% | +47.0% | -19.4% | +7.7% |
| 5Y | +63.0% | +58.3% | +4.7% | +29.8% |
| All | +361.3% | +272.5% | +88.8% | +147.7% |
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