+1,612.0%
LLY vs JBHT
+272.5%
+1,339.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | -2.1% | +4.9% | -7.0% | -3.1% |
| 30D | -1.6% | +0.6% | -2.2% | -1.9% |
| 3M | +2.3% | -3.2% | +5.5% | +2.7% |
| 6M | +14.9% | +17.0% | -2.1% | +10.7% |
| YTD | +7.5% | +41.7% | -34.2% | -0.5% |
| 1Y | +55.7% | +90.0% | -34.3% | +34.8% |
| 3Y | +110.6% | +47.0% | +63.6% | +88.8% |
| 5Y | +363.4% | +58.3% | +305.1% | +299.1% |
| All | +1,612.0% | +272.5% | +1,339.5% | +1,035.1% |
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