+134.1%
LLY vs JBHT
+28.2%
+105.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | +17.9% | -3.1% | +21.0% | +18.4% |
| 3M | +16.8% | -19.5% | +36.4% | +20.2% |
| 6M | +38.4% | -9.6% | +48.0% | +39.5% |
| YTD | +27.6% | +13.3% | +14.3% | +23.4% |
| 1Y | +48.3% | +29.7% | +18.7% | +40.2% |
| All | +134.1% | +28.2% | +105.8% | +118.5% |
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