+181.4%
LMT vs JBHT
+272.5%
-91.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.0% |
| 7D | -6.3% | +4.9% | -11.1% | -7.2% |
| 30D | -8.5% | +0.6% | -9.1% | -8.7% |
| 3M | +1.8% | -3.2% | +5.0% | +2.1% |
| 6M | -19.9% | +17.0% | -36.9% | -23.2% |
| YTD | +10.6% | +41.7% | -31.1% | +1.5% |
| 1Y | +17.9% | +90.0% | -72.0% | +0.4% |
| 3Y | +27.0% | +47.0% | -20.0% | +12.6% |
| 5Y | +68.7% | +58.3% | +10.4% | +40.3% |
| All | +181.4% | +272.5% | -91.1% | +59.4% |
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