+206.5%
LMT vs JBHT
+183.5%
+23.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | +19.2% | -0.1% | +19.3% | +19.1% |
| 3M | +2.7% | -14.0% | +16.7% | +5.2% |
| 6M | +20.6% | -5.1% | +25.7% | +20.5% |
| YTD | +28.4% | +18.0% | +10.4% | +21.7% |
| 1Y | +36.9% | +36.5% | +0.4% | +25.4% |
| 3Y | +48.5% | +34.8% | +13.8% | +32.5% |
| 5Y | +107.6% | +21.4% | +86.2% | +84.8% |
| 10Y | +206.5% | +178.0% | +28.5% | +87.0% |
| All | +206.5% | +183.5% | +23.0% | +87.0% |
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