+609.5%
LITE vs JBHT
+21.5%
+588.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.9% |
| 6M | -35.8% | -4.4% | -31.4% | -36.7% |
| YTD | +70.0% | +17.5% | +52.6% | +50.6% |
| 1Y | +232.7% | +32.6% | +200.1% | +176.9% |
| 3Y | +1,365.7% | +33.0% | +1,332.7% | +1,077.7% |
| 5Y | +609.5% | +20.3% | +589.1% | +472.6% |
| All | +609.5% | +21.5% | +588.0% | +472.6% |
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