+1,380.3%
LITE vs JBHT
+33.0%
+1,347.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -8.9% | -8.3% |
| 7D | -31.4% | +1.7% | -33.1% | -32.0% |
| 30D | -42.6% | -1.2% | -41.4% | -42.6% |
| 3M | -26.2% | -17.1% | -9.1% | -21.1% |
| 6M | -35.8% | -4.4% | -31.4% | -37.0% |
| YTD | +70.0% | +17.5% | +52.6% | +49.5% |
| 1Y | +232.7% | +32.6% | +200.1% | +174.5% |
| All | +1,380.3% | +33.0% | +1,347.3% | +917.4% |
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