+2,331.0%
LITE vs JBHT
+272.5%
+2,058.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.6% |
| 7D | -1.5% | +4.9% | -6.4% | -3.8% |
| 30D | +6.7% | +0.6% | +6.1% | +6.7% |
| 3M | -6.8% | -3.2% | -3.5% | -5.4% |
| 6M | +29.4% | +17.0% | +12.5% | +18.8% |
| YTD | +139.1% | +41.7% | +97.4% | +99.0% |
| 1Y | +521.0% | +90.0% | +431.0% | +339.1% |
| 3Y | +1,535.3% | +47.0% | +1,488.3% | +1,193.2% |
| 5Y | +889.8% | +58.3% | +831.5% | +632.7% |
| All | +2,331.0% | +272.5% | +2,058.5% | +987.2% |
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