+143.2%
LLY vs JBHT
+33.0%
+110.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +10.1% | +1.7% | +8.4% | +9.8% |
| 30D | +24.0% | -1.2% | +25.2% | +24.2% |
| 3M | +27.3% | -17.1% | +44.4% | +30.4% |
| 6M | +47.0% | -4.4% | +51.4% | +46.7% |
| YTD | +32.6% | +17.5% | +15.1% | +27.5% |
| 1Y | +57.3% | +32.6% | +24.8% | +48.2% |
| All | +143.2% | +33.0% | +110.2% | +125.8% |
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 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