+446.1%
LITE vs JBHT
+15.0%
+431.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -17.1% |
| 7D | -44.6% | -1.4% | -43.2% | -44.1% |
| 30D | -55.0% | -3.1% | -52.0% | -54.5% |
| 3M | -38.3% | -19.5% | -18.8% | -32.7% |
| 6M | -48.8% | -9.6% | -39.2% | -48.0% |
| YTD | +38.3% | +13.3% | +25.0% | +24.8% |
| 1Y | +119.0% | +29.7% | +89.3% | +84.6% |
| 3Y | +1,092.0% | +28.3% | +1,063.7% | +875.0% |
| 5Y | +446.1% | +18.5% | +427.6% | +345.8% |
| All | +446.1% | +15.0% | +431.1% | +345.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling