+1,563.7%
LITE vs JBHT
+47.5%
+1,516.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.8% |
| YTD | +139.1% | +41.7% | +97.4% | +96.4% |
| 1Y | +521.0% | +90.0% | +431.0% | +330.2% |
| All | +1,563.7% | +47.5% | +1,516.1% | +1,105.0% |
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