+36.2%
LMT vs JBHT
+27.4%
+8.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -11.0% | -1.6% | -9.4% | -11.0% |
| 30D | +13.6% | -2.3% | +15.9% | +13.6% |
| 3M | -2.1% | -18.5% | +16.4% | -2.1% |
| 6M | +11.7% | -11.3% | +22.9% | +11.5% |
| YTD | +19.4% | +12.6% | +6.8% | +18.6% |
| 1Y | +24.1% | +29.8% | -5.7% | +23.0% |
| 3Y | +36.2% | +28.1% | +8.1% | +30.9% |
| All | +36.2% | +27.4% | +8.8% | +30.9% |
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