+2,024.1%
LLY vs JBHT
+186.6%
+1,837.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | +21.5% | -1.1% | +22.6% | +21.7% |
| 3M | +16.4% | -14.8% | +31.2% | +19.5% |
| 6M | +51.5% | -7.4% | +58.9% | +52.5% |
| YTD | +33.9% | +17.3% | +16.6% | +28.2% |
| 1Y | +49.1% | +35.3% | +13.8% | +38.6% |
| 3Y | +144.6% | +33.9% | +110.7% | +122.5% |
| 5Y | +466.3% | +22.5% | +443.8% | +413.5% |
| 10Y | +2,024.1% | +181.3% | +1,842.8% | +1,589.4% |
| All | +2,024.1% | +186.6% | +1,837.6% | +1,589.4% |
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 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